ISBN 9781441911049,Hybrid Switching Diffusions

Hybrid Switching Diffusions

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ISBN 9781441911049
Publisher

Ingram Publisher Services

Publication Year 2009
ISBN-13

ISBN 9781441911049

ISBN-10 1441911049
Binding

Hardback

Number of Pages 416 Pages
Subject

Probability & statistics

Focusing on switching diffusion processes that involve both continuous dynamics and discrete events, this comprehensive study moves from basic properties such as Feller and strong Feller to the numerical solutions of switching diffusions and stability.
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