Stochastic Differential Equations With Markovian Switching
Stochastic Differential Equations With Markovian Switching
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DOI：
10.1142/p473
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发表时间：
2006-08
期刊：
影响因子：
--
通讯作者：
X. Mao;C. Yuan
中科院分区：
文献类型：
--
作者：
X. Mao;C. Yuan
这本教科书提供了第一个系统介绍的理论随机微分方程与马尔可夫开关。它介绍了基本原理，但强调了当前先进的研究趋势。该材料考虑到伊藤方程，马尔可夫开关，间隔系统和时滞的所有功能。所开发的理论适用于科学和工业的许多分支中的不同和复杂的情况。
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.