Hybrid Switching Diffusions : Properties and Applications (Stochastic Modelling and Applied Probability) 〈Vol. 63〉

Yin, G. G./ Zhu, C.

Springer（2009/11発売）

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製本 Hardcover:ハードカバー版／ページ数 398 p.
言語 ENG
商品コード 9781441911049
DDC分類 519

基本説明

Focuses on switching diffusion processes involving both continuous dynamics and discrete events. Features - Chapter summaries; Detailed Illustrations; Many worked out examples; Numerical Solutions; Applications to Finance.

Full Description

This book encompasses the study of hybrid switching di usion processes and their applications. Viewing the hybrid di usions as a number of di usions joined together by the switching process, they may be se- ingly not much di erent from their di usion counterpart.