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Stochastic Differential Equations With Markovian Switching, by Xuerong Mao, Chenggui Yuan
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This textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching. It presents the basic principles at an introductory level but emphasizes current advanced level research trends. The material takes into account all the features of Ito equations, Markovian switching, interval systems and time-lag. The theory developed is applicable in different and complicated situations in many branches of science and industry.
- Sales Rank: #4632816 in Books
- Published on: 2006-08-10
- Original language: English
- Number of items: 1
- Dimensions: 9.06" h x 1.10" w x 6.42" l, 1.66 pounds
- Binding: Hardcover
- 428 pages
Most helpful customer reviews
0 of 0 people found the following review helpful.
A good start on continuous time markov SDE
By B.B
This recent textbook is a comprehensive and really accessible review of a new field in stochastic calculus. Basics on SDE theory are developped in the first chapter, but I will not advise to start this book without a serious knowledge of standard stochastic calculus.
The chapters are really well designed, and there is an effort to make proofs clear and accessible. Congratulations to the authors, this math textbook is really easy to read.
There is a chapter devoted to applications, which is laudable, but it can be considered as a bit limited. A bridge toward discrete time Markov Switching and discrete time Markov chain models may be missing.
To make it short, this is not a book for practitioners, unless they have a strong taste for theory.
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