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100%: Yuan Chenggui Yuan; Mao Xuerong Mao: Stochastic Differential Equations With Markovian Switching (ISBN: 9781911299271) 2006, World Scientific Publishing Company, in Englisch, auch als eBook.
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100%: Xuerong Mao; Chenggui Yuan: Stochastic Differential Equations with Markovian Switching (ISBN: 9781860947018) in Englisch, Broschiert.Nur diese Ausgabe anzeigen…
100%: Mao Xuerong Mao: Stochastic Differential Equations With Markovian Switching (ISBN: 9781860948848) World Scientific Publishing Company, in Englisch, auch als eBook.Nur diese Ausgabe anzeigen…
Stochastic Differential Equations With Markovian Switching
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Stochastic Differential Equations With Markovian Switching (2006)
~EN NW EB DLISBN: 9781911299271 bzw. 1911299271, vermutlich in Englisch, 428 Seiten, World Scientific Publishing Company, neu, E-Book, elektronischer Download.
Lieferung aus: Schweiz, Download sofort lieferbar.
eBooks, eBook Download (PDF), 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.
eBooks, eBook Download (PDF), 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.
2
Stochastic Differential Equations With Markovian Switching
EN NW EB DLISBN: 9781860948848 bzw. 1860948847, in Englisch, World Scientific Publishing Company, neu, E-Book, elektronischer Download.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Despatched same working day before 3pm.
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.
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.
3
Stochastic Differential Equations with Markovian Switching
EN NWISBN: 9781860947018 bzw. 1860947018, in Englisch, Imperial College Press, Vereinigtes Königreich Großbritannien und Nordirland, neu.
Lieferung aus: Deutschland, zzgl. Versandkosten, Versandfertig in 1 - 2 Wochen.
Stochastic Differential Equations with Markovian Switching, 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.
Stochastic Differential Equations with Markovian Switching, 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.
4
Stochastic Differential Equations with Markovian Switching
EN HC NWISBN: 9781860947018 bzw. 1860947018, in Englisch, Imperial College Press, gebundenes Buch, neu.
Lieferung aus: Vereinigte Staaten von Amerika, Lagernd.
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