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Item Details
| Title:
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HYBRID SWITCHING DIFFUSIONS
PROPERTIES AND APPLICATIONS |
| By: |
G. George Yin, Chao Zhu |
| Format: |
Hardback |
| List price:
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£119.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
1441911049 |
| ISBN 13: |
9781441911049 |
| Publisher: |
SPRINGER-VERLAG NEW YORK INC. |
| Pub. date: |
1 October, 2009 |
| Series: |
Stochastic Modelling and Applied Probability 63 |
| Pages: |
398 |
| Description: |
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. |
| Synopsis: |
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 in wireless communications, signal processing, queueing networks, production planning, biological systems, ecosystems, nancial engineering, and modeling, analysis, and control and optimization of lar- scale systems, under the in uence of random environments. Displaying mixture distributions, switching di usions may be described by the associated operators or by systems of stochastic di erential eq- tions together with the probability transition laws of the switching actions. We either have Markov-modulated switching di usions or processes with continuous state-dependent switching. The latter turns out to be much more challenging to deal with. Viewing the hybrid di usions as a number of di usions joined together by the switching process, they may be se- ingly not much di erent from their di usion counterpart. Nevertheless, the underlying problems become more di cult to handle, especially when the switching processes depend on continuous states. The di culty is due to the interaction of the discrete and continuous processes and the tangled and hybrid information pattern. |
| Illustrations: |
XVIII, 398 p. |
| Publication: |
US |
| Imprint: |
Springer-Verlag New York Inc. |
| Returns: |
Returnable |
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