Hybrid Switching Diffusions Properties and Applications /

• Main Authors: Yin, G. George. (Author), Zhu, Chao. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: New York, NY : Springer New York, 2010.
• Edition: First.
• Series: Stochastic Modelling and Applied Probability, 63
• Subjects: Mathematics.; Distribution (Probability theory).; Probability Theory and Stochastic Processes.; Control, Robotics, Mechatronics.; Operations Research/Decision Theory.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-1-4419-1105-6

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...

Table of Contents:

• Preface.-Introduction and Motivation.-Switching Diffusion
• Recurrence.-Ergodicity.-Numerical Approximation.-Numerical Approximation to Invariant Measures.-Stability.-Stability of Switching ODE.-Invariance Principles.-Positive Recurrence: Multi-ergodic-class of Switching Processes.-Stochastic Volatility Using Regime-switching Diffusions
• Two-time-scale Switching Jump-diffusions.-Appendix.-References.