The Resource Hybrid switching diffusions : properties and applications, G. George Yin, Chao Zhu

Hybrid switching diffusions : properties and applications, G. George Yin, Chao Zhu

Label
Hybrid switching diffusions : properties and applications
Title
Hybrid switching diffusions
Title remainder
properties and applications
Statement of responsibility
G. George Yin, Chao Zhu
Creator
Contributor
Subject
Language
eng
Summary
"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."--BOOK JACKET
Member of
Cataloging source
BTCTA
http://library.link/vocab/creatorDate
1954-
http://library.link/vocab/creatorName
Yin, George
Illustrations
illustrations
Index
index present
LC call number
QA274
LC item number
.Y56 2009
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Zhu, Chao
Series statement
Stochastic modelling and applied probability
Series volume
63
http://library.link/vocab/subjectName
  • Stochastic processes
  • Hybrid systems
  • Hybrid systems
  • Stochastic processes
Label
Hybrid switching diffusions : properties and applications, G. George Yin, Chao Zhu
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. 379-391) and index
Contents
Introduction 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
Dimensions
24 cm.
Extent
xviii, 395 p.
Isbn
9781441911049
Lccn
2009934520
Other physical details
ill.
System control number
  • (OCoLC)436030853
  • (OCoLC)ocn436030853
Label
Hybrid switching diffusions : properties and applications, G. George Yin, Chao Zhu
Publication
Bibliography note
Includes bibliographical references (p. 379-391) and index
Contents
Introduction 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
Dimensions
24 cm.
Extent
xviii, 395 p.
Isbn
9781441911049
Lccn
2009934520
Other physical details
ill.
System control number
  • (OCoLC)436030853
  • (OCoLC)ocn436030853

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