£117.86

Imperial College Press STOCHASTIC DIFFERENTIAL EQUATIONS WITH MARKOVIAN SWITCHING

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£118.93 £103.06 £106.52 £109.98 £113.45 £116.91 £120.37 09 July 2026 31 July 2026 22 August 2026 13 September 2026 05 October 2026

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Description

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.Sample Chapter(s)

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
11 August 2006
Listed Since
15 February 2007

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