| 書(shū)目名稱 | Hybrid Switching Diffusions | | 副標(biāo)題 | Properties and Appli | | 編輯 | G. George Yin,Chao Zhu | | 視頻video | http://file.papertrans.cn/431/430172/430172.mp4 | | 概述 | Chapter summaries.Detailed Illustrations.Many worked out examples.Numerical Solutions.Applications to Finance.Includes supplementary material: | | 叢書(shū)名稱 | Stochastic Modelling and Applied Probability | | 圖書(shū)封面 |  | | 描述 | This book encompasses the study of hybrid switching di usion processes and their applications. The word hybrid" signi es the coexistence of c- tinuous dynamics and discrete events, which is one of the distinct features of the processes under consideration. Much of the book is concerned with the interactions of the continuous dynamics and the discrete events. Our motivations for studying such processes originate from emerging and - isting applications in wireless communications, signal processing, queueing networks, production planning, biological systems, ecosystems, nancial engineering, and modeling, analysis, and control and optimization of lar- scale systems, under the in uence of random environments. Displaying mixture distributions, switching di usions may be described by the associated operators or by systems of stochastic di erential eq- tions together with the probability transition laws of the switching actions. We either have Markov-modulated switching di usions or processes with continuous state-dependent switching. The latter turns out to be much more challenging to deal with. Viewing the hybrid di usions as a number of di usions joined together by the switching process | | 出版日期 | Book 2010 | | 關(guān)鍵詞 | Markov chain; Measure; continuous dynamics; continuous-state-dependent switching process; discrete event | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4419-1105-6 | | isbn_softcover | 978-1-4614-2470-3 | | isbn_ebook | 978-1-4419-1105-6Series ISSN 0172-4568 Series E-ISSN 2197-439X | | issn_series | 0172-4568 | | copyright | Springer-Verlag New York 2010 |
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