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Stochastic Differential Equations With Markovian Switching

By: Uk) Mao Xuerong (Univ Of Strathclyde (Author) , Uk) Yuan Chenggui (Univ Of Wales Swansea (Author)

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Ksh 24,750.00

Format: Hardback or Cased Book

ISBN-13: 9781860947018

Publisher: Imperial College Press

Publication Date: Aug 11th, 2006

Weight: 760 grams

Dimension: 23.60 x 16.30 x 2.70 cms

Category: Differential calculus & equations

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Provides a systematic presentation of the theory of stochastic differential equations with Markovian switching. This book presents the basic principles at an introductory level but emphasizes advanced level research trends. The material takes into account all the features of Ito equations, Markovian switching, interval systems and time-lag.

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