### Abstract

Original language | English |
---|---|

Place of Publication | London |

Number of pages | 428 |

Publication status | Published - 22 Sep 2006 |

### Fingerprint

### Keywords

- stochastic
- differential equations
- markovian switching

### Cite this

*Stochastic differential equations with Markovian switching*. London.

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*Stochastic differential equations with Markovian switching*. London.

**Stochastic differential equations with Markovian switching.** / Mao, X.; Yuan, C.

Research output: Book/Report › Book

TY - BOOK

T1 - Stochastic differential equations with Markovian switching

AU - Mao, X.

AU - Yuan, C.

PY - 2006/9/22

Y1 - 2006/9/22

N2 - 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.

AB - 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.

KW - stochastic

KW - differential equations

KW - markovian switching

M3 - Book

SN - 9781860947018

BT - Stochastic differential equations with Markovian switching

CY - London

ER -