Hybrid switching diffusions : Properties and Applications
This book presents a comprehensive study of hybrid switching diffusion processes and their applications. The motivations for studying such processes originate from emerging and existing applications in wireless communications, signal processing, queueing networks, production planning, biological sys...
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Livre numérique |
| Sprache: | Anglais |
| Veröffentlicht: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Ausgabe: | First. |
| Schriftenreihe: | Stochastic Modelling and Applied Probability
63 |
| Online Zugang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Anmerkung: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Hybrid switching diffusions, properties and applications, G. George Yin, Chao Zhu, New York, Springer, 2010, 1 vol. (XVIII-395 p.), Stochastic modelling and applied probability, 978-1-4419-1104-9 • Hybrid Switching Diffusions, Texte imprimé, 9781441911063 • Hybrid switching diffusions, properties and applications, G. George Yin, Chao Zhu, New York, Springer, 2010, 1 vol. (XVIII-395 p.), Stochastic modelling and applied probability, 978-1-4419-1104-9 • Hybrid Switching Diffusions, Texte imprimé, 9781461424703 |
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| 100 | 1 | |a Yin, George, |d 1954- | |
| 245 | 1 | 0 | |a Hybrid switching diffusions : |b Properties and Applications |c by G. George Yin, Chao Zhu. |
| 250 | |a First. | ||
| 260 | |a New York, NY : |b Springer New York. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Stochastic Modelling and Applied Probability |v 63 |x 2197-439X | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 1 | |a and Motivation Basic Properties, Recurrence, Ergodicity Switching Diffusion Recurrence Ergodicity Numerical Solutions and Approximation Numerical Approximation Numerical Approximation to Invariant Measures Stability Stability Stability of Switching ODEs Invariance Principles Two-time-scale Modeling and Applications Positive Recurrence: Weakly Connected Ergodic Classes Stochastic Volatility Using Regime-Switching Diffusions Two-Time-Scale Switching Jump Diffusions | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a This book presents a comprehensive study of hybrid switching diffusion processes and their applications. The motivations for studying such processes originate from emerging and existing applications in wireless communications, signal processing, queueing networks, production planning, biological systems, ecosystems, financial engineering, and modeling, analysis, and control and optimization of large-scale systems, under the influence of random environment. One of the distinct features of the processes under consideration is the coexistence of continuous dynamics and discrete events. This book is written for applied mathematicians, applied probabilists, systems engineers, control scientists, operations researchers, and financial analysts. Selected materials from the book may also be used in a graduate level course on stochastic processes and applications or a course on hybrid systems. A large part of the book is concerned with the discrete event process depending on the continuous dynamics. In addition to the existence and uniqueness of solutions of switching diffusion equations, regularity, Feller and strong Feller properties, continuous and smooth dependence on initial data, recurrence, ergodicity, invariant measures, and stability are dealt with. Numerical methods for solutions of switching diffusions are developed; algorithms for approximation to invariant measures are investigated. Two-time-scale models are also examined. The results presented in the book are useful to researchers and practitioners who need to use stochastic models to deal with hybrid stochastic systems, and to treat real-world problems when continuous dynamics and discrete events are intertwined, in which the traditional approach using stochastic differential equations alone is no longer adequate | ||
| 700 | 1 | |a Zhu, Chao. |4 aut | |
| 776 | 0 | |0 148069290 |t Hybrid switching diffusions |o properties and applications |f G. George Yin, Chao Zhu |c New York |n Springer |d 2010 |p 1 vol. (XVIII-395 p.) |s Stochastic modelling and applied probability |z 978-1-4419-1104-9 | |
| 776 | 0 | |t Hybrid Switching Diffusions |b Texte imprimé |z 9781441911063 | |
| 776 | 0 | |0 148069290 |t Hybrid switching diffusions |o properties and applications |f G. George Yin, Chao Zhu |c New York |n Springer |d 2010 |p 1 vol. (XVIII-395 p.) |s Stochastic modelling and applied probability |z 978-1-4419-1104-9 | |
| 776 | 0 | |t Hybrid Switching Diffusions |b Texte imprimé |z 9781461424703 | |
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