STOCHASTIC DIFFERENTIAL EQUATIONS WITH MARKOVIAN SWITCHING

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Authors: Mao, Xuerong,Yuan, Chenggui
ISBN:1860947018
ISBN-13: 9781860947018
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Details about STOCHASTIC DIFFERENTIAL EQUATIONS WITH MARKOVIAN SWITCHING:

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.

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Hi my name is Santanu, I have a master's degree in applied mathematics from Trinity College(Dublin Ireland) ,with a minor in chemistry and physics. I am a CRLA ( College Reading and Learning Association) certified tutor and held the position of head math and science tutor at Oakland Community College. I have several years of experience in tutoring chemistry, math and physics. I have tutored students ranging from elementary school level to college level. My teaching style involves detailed explan ... Read more

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