Yin, G. George
Hybrid Switching Diffusions
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
Avainsanat: Mathematics, Probability Theory and Stochastic Processes, Control, Robotics, Mechatronics, Operations Research/Decision Theory
- Tekijä(t)
- Yin, G. George
- Zhu, Chao
- Julkaisija
- Springer
- Julkaisuvuosi
- 2010
- Kieli
- en
- Painos
- 1
- Sarja
- Stochastic Modelling and Applied Probability
- Sivumäärä
- 15 sivua
- Kategoria
- Eksaktit luonnontieteet
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9781441911056
