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...
-д хадгалсан:
| Үндсэн зохиолчид: | , , |
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| Байгууллагын зохиогч: | |
| Формат: | Цахим Цахим ном |
| Хэл сонгох: | англи |
| Хэвлэсэн: |
Cham :
Springer Nature Switzerland : Imprint: Springer,
2025.
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| 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!
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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.