Hybrid Switching Diffusions Properties and Applications /

This thoroughly revised and expanded edition presents a comprehensive study of hybrid switching diffusion processes and their wide-ranging applications. These processes, which combine continuous dynamics with discrete events, are essential for modeling complex systems influenced by random environmen...

Бүрэн тодорхойлолт

-д хадгалсан:
Номзүйн дэлгэрэнгүй
Үндсэн зохиолчид: Nguyen, Hai-Dang (Зохиогч), Yin, George (Зохиогч), Zhu, Chao (Зохиогч)
Байгууллагын зохиогч: SpringerLink (Online service)
Формат: Цахим Цахим ном
Хэл сонгох:англи
Хэвлэсэн: Cham : Springer Nature Switzerland : Imprint: Springer, 2025.
Хэвлэл:2nd ed. 2025.
Цуврал:Probability Theory and Stochastic Modelling, 63
Нөхцлүүд:
Онлайн хандалт:https://doi.org/10.1007/978-3-031-93303-5
Шошгууд: Шошго нэмэх
Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!
Агуулга:
  • Chapter 1 Introduction and Motivation
  • Chapter 2 Switching Diffusion
  • Chapter 3 Recurrence
  • Chapter 4 Ergodicity
  • Chapter 5 Numerical Approximation
  • Chapter 6 Stability
  • Chapter 7 Stability of Switching ODEs
  • Chapter 8 Invariance Principles
  • Chapter 9 Two-Time-Scale Switching Diffusions
  • Chapter 10 Switching Jump Diffusions: Time-Scale Separations
  • Chapter 11 Past-Dependent Switching Diffusion
  • Chapter 12 Population Dynamics Modeled by Switching Diffusion
  • Appendix
  • References
  • Index.