Stochastic Differential Equations With Markovian Switching

Explore this paper's citation graph

Summary

This textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching at an introductory level but emphasizes current advanced level research trends.

Type
book
Published
2006-08-10
Cited by
1,826
References
0

Keywords

Stochastic differential equation, Markov process, Markov chain, Mathematics, Applied mathematics

References

No references recorded for this paper.

Cited by

Related papers