随机微分方程
马尔可夫过程
马尔可夫链
数学
应用数学
统计物理学
计算机科学
物理
统计
作者
Xuerong Mao,Chenggui Yuan
出处
期刊:PUBLISHED BY IMPERIAL COLLEGE PRESS AND DISTRIBUTED BY WORLD SCIENTIFIC PUBLISHING CO. eBooks
[PUBLISHED BY IMPERIAL COLLEGE PRESS AND DISTRIBUTED BY WORLD SCIENTIFIC PUBLISHING CO.]
日期:2006-08-01
被引量:1432
摘要
This textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching. It presents the basic principles at an introductory level but emphasizes current advanced level research trends. The material takes into account all the features of Ito equations, Markovian switching, interval systems and time-lag. The theory developed is applicable in different and complicated situations in many branches of science and industry.
科研通智能强力驱动
Strongly Powered by AbleSci AI