Produkt mají v nabídce:
Stochastic Differential Equations With Markovian Switching - Mao, Xuerong (Univ Of Strathclyde, Uk) a Yuan, Chenggui (Univ Of Wales Swansea, Uk)
Provides a systematic presentation of the theory of stochastic differential equations with Markovian switching. This book presents the basic principles at an introductory level but emphasizes advanced level research trends. The material takes into account all the features of Ito equations, Markovian switching, interval systems and time-lag.
