Hybrid switching diffusions : properties and applications

Author(s)

• Yin, George
• Zhu, Chao

Bibliographic Information

Hybrid switching diffusions : properties and applications

G. George Yin, Chao Zhu

（Stochastic modelling and applied probability, 63）

Springer Verlag, c2010

Note

Includes bibliographical references (p. 379-391) and index

Details

• NCID: BA91875851
• ISBN:
  • 9781441911049
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xviii, 395 p.
• Size: 25 cm
• Classification:
  • DC22 : 519.233
• Subject Headings:
  • LCSH : Diffusion processes
  • LCSH : Stochastic differential equations
  • LCSH : Switching theory
• Parent Bibliography ID:
  • BA70424457