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Hybrid Switching Diffusions

Hybrid Switching Diffusions

Chao Zhu / G. George Yin

207,10 €
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Editorial:
Springer Nature B.V.
Año de edición:
2012
Materia
Probabilidad y estadística
ISBN:
9781461424703
207,10 €
IVA incluido
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Sobre IBD

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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