Hybrid Switching Diffusions: Properties and Applications

by G. George Yin and Chao Zhu

Book Overview

This book encompasses the study of hybrid switching di usion processes and their applications. The word \hybrid" signi es the coexistence of c- tinuous dynamics and discrete events, which is one of the distinct features of the processes under consideration. Much of the book is concerned with the interactions of the continuous dynamics and the discrete events. Our motivations for studying such processes originate from emerging and - isting applications...

• Format: Hardcover
• Language: English
• ISBN: 1441911049
• ISBN13: 9781441911049
• Release Date: October 2009
• Publisher: Springer
• Length: 398 Pages
• Weight: 1.67 lbs.
• Dimensions: 0.9" x 6.1" x 9.2"