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Hybrid Switching Diffusions
Yin, G. George; Zhu, Chao
€ 122.68
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Description for Hybrid Switching Diffusions
Paperback. Focusing on switching diffusion processes that involve both continuous dynamics and discrete events, this comprehensive study moves from basic properties such as Feller and strong Feller to the numerical solutions of switching diffusions and stability. Series: Stochastic Modelling and Applied Probability. Num Pages: 416 pages, biography. BIC Classification: KJT; PBT; TJFM. Category: (G) General (US: Trade). Dimension: 235 x 155 x 21. Weight in Grams: 635.
This book encompasses the study of hybrid switching di usion processes and their applications. The word \hybrid" signi es the coexistence of c- tinuous dynamics and discrete events, which is one of the distinct features of the processes under consideration. Much of the book is concerned with the interactions of the continuous dynamics and the discrete events. Our motivations for studying such processes originate from emerging and - isting applications in wireless communications, signal processing, queueing networks, production planning, biological systems, ecosystems, nancial engineering, and modeling, analysis, and control and optimization of lar- scale systems, under the in uence of ... Read more
This book encompasses the study of hybrid switching di usion processes and their applications. The word \hybrid" signi es the coexistence of c- tinuous dynamics and discrete events, which is one of the distinct features of the processes under consideration. Much of the book is concerned with the interactions of the continuous dynamics and the discrete events. Our motivations for studying such processes originate from emerging and - isting applications in wireless communications, signal processing, queueing networks, production planning, biological systems, ecosystems, nancial engineering, and modeling, analysis, and control and optimization of lar- scale systems, under the in uence of ... Read more
Product Details
Format
Paperback
Publication date
2012
Publisher
Springer-Verlag New York Inc. United States
Number of pages
416
Condition
New
Series
Stochastic Modelling and Applied Probability
Number of Pages
398
Place of Publication
New York, NY, United States
ISBN
9781461424703
SKU
V9781461424703
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Hybrid Switching Diffusions
From the reviews: “The book Hybrid Switching Diffusions provides a remarkable coverage of up-to-date, cutting-edge research results on switching diffusions. … As I read through the book, I was impressed by the vast number of topics covered as well as the level of technical details. … provides a thorough, up-to-date development of regime-switching diffusions. It provides a valuable reference ... Read more