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...
Bewaard in:
| Hoofdauteurs: | , |
|---|---|
| Formaat: | Livre numérique |
| Taal: | Anglais |
| Gepubliceerd in: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Editie: | First. |
| Reeks: | Stochastic Modelling and Applied Probability
63 |
| Online toegang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Opmerking: |
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 |
Inhoudsopgave:
- 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