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Yin, G. George

Hybrid Switching Diffusions

Yin, G. George - Hybrid Switching Diffusions, ebook

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Ebook, PDF with Adobe DRM
ISBN: 9781441911056
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Table of contents

1. Introduction and Motivation
G. George Yin, Chao Zhu

2. Switching Diffusion
G. George Yin, Chao Zhu

3. Recurrence
G. George Yin, Chao Zhu

4. Ergodicity
G. George Yin, Chao Zhu

5. Numerical Approximation
G. George Yin, Chao Zhu

6. Numerical Approximation to Invariant Measures
G. George Yin, Chao Zhu

7. Stability
G. George Yin, Chao Zhu

8. Stability of Switching ODEs
G. George Yin, Chao Zhu

9. Invariance Principles
G. George Yin, Chao Zhu

10. Positive Recurrence: Weakly Connected Ergodic Classes
G. George Yin, Chao Zhu

11. Stochastic Volatility Using Regime-Switching Diffusions
G. George Yin, Chao Zhu

12. Two-Time-Scale Switching Jump Diffusions
G. George Yin, Chao Zhu

Keywords: Mathematics, Probability Theory and Stochastic Processes, Control, Robotics, Mechatronics, Operations Research/Decision Theory

Author(s)
 
Publisher
Springer
Publication year
2010
Language
en
Edition
1
Series
Stochastic Modelling and Applied Probability
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9781441911056

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