Stochastic Differential Equations With Markovian Switching

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This textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching. It presents the basic principles at an introdu ctory level but emphasizes current advanced level research trends. The material takes into account all the features of Ito equations, Markovian switching, interval systems and time-lag. The theory developed is applicable in different and complicated situations in many branches of science and industry.Format: HardcoverNo of Pages: 428Imprint: Imperial College PressPublication date: 20060811 Show more