Cover Image
Read Now

Hybrid Switching Diffusions Properties and Applications

This book presents a comprehensive study of hybrid switching diffusion processes and their applications. The motivations for studying such processes originate from emerging and existing applications in wireless communications, signal processing, queueing networks, production planning, biological sys...

Full description

Bibliographic Details
Main Authors: Yin, G. George, Zhu, Chao (Author)
Format: eBook
Language:English
Published: New York, NY Springer New York 2010, 2010
Edition:1st ed. 2010
Series:Stochastic Modelling and Applied Probability
Subjects:
Operations Research
Control, Robotics, Automation
Probability Theory
Control Engineering
Robotics
Automation
Operations Research And Decision Theory
Probabilities
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • and Motivation
  • Basic Properties, Recurrence, Ergodicity
  • Switching Diffusion
  • Recurrence
  • Ergodicity
  • Numerical Solutions and Approximation
  • Numerical Approximation
  • Numerical Approximation to Invariant Measures
  • Stability
  • Stability
  • Stability of Switching ODEs
  • Invariance Principles
  • Two-time-scale Modeling and Applications
  • Positive Recurrence: Weakly Connected Ergodic Classes
  • Stochastic Volatility Using Regime-Switching Diffusions
  • Two-Time-Scale Switching Jump Diffusions

Similar Items