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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Yin, G. George (Autor), Zhu, Chao (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2010.
Edición:1st ed. 2010.
Colección:Stochastic Modelling and Applied Probability, 63
Temas:
Probabilities.
Operations research.
Control engineering.
Robotics.
Automation.
Probability Theory.
Operations Research and Decision Theory.
Control, Robotics, Automation.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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