Hybrid Switching Diffusions: Properties and Applications

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Hybrid Switching Diffusions: Properties and Applications - Yin, George, and Zhu, Chao, and Yin, G George

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.

Hybrid Switching Diffusions: Properties and Applications 2012, Springer

ISBN-13: 9781461424703

2010 edition

Trade paperback

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Hybrid Switching Diffusions: Properties and Applications 2009, Springer, New York, NY

ISBN-13: 9781441911049

Hardcover

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