Hybrid Switching Diffusions Properties and Applications
147,99 €
UVP
164,99 €
inkl. gesetzl. MwSt.,
Beschreibung
Produktdetails
Einband
Gebundene Ausgabe
Erscheinungsdatum
12.11.2025
Abbildungen
XXIV, 541 p. 19 illus., 16 illus. in color.
Verlag
SpringerSeitenzahl
541
Maße (L/B/H)
24,1/16/3,6 cm
Gewicht
958 g
Auflage
Second Edition 2025
Sprache
Englisch
ISBN
978-3-031-93302-8
This thoroughly revised and expanded edition presents a comprehensive study of hybrid switching diffusion processes and their wide-ranging applications. These processes, which combine continuous dynamics with discrete events, are essential for modeling complex systems influenced by random environments. They have broad applications in such fields as wireless communications, signal processing, queueing networks, production planning, ecosystems, financial engineering, and large-scale system optimization.
Since the publication of the first edition, the study of hybrid switching diffusions has made significant strides, with new theoretical breakthroughs and emerging applications in ecology and population biology. This edition incorporates these advancements, refining and expanding several key chapters. Notably, it introduces
- a new chapter on switching processes with past dependence, extending the theoretical framework to account for historical states in the switching process.
- a new chapter on mathematical biology applications, demonstrating the relevance of hybrid switching diffusions in biological modeling.
In addition to covering fundamental topics such as existence and uniqueness of solutions, recurrence, ergodicity, invariant measures, and stability, this edition further explores numerical methods and two-time-scale models.
This book is an essential resource for applied mathematicians, probabilists, systems engineers, control scientists, operations researchers, and financial analysts. It is also well-suited for graduate courses on stochastic processes and hybrid systems.
The new edition offers researchers and practitioners a robust and versatile framework, driving significant advancements and broadening the application of stochastic analysis to real-world challenges.
Noch keine Bewertungen vorhanden
Verfassen Sie die erste Bewertung zu diesem Artikel
Helfen Sie anderen Kundinnen und Kunden durch Ihre Meinung.
Kurze Frage zu unserer Seite
Vielen Dank für Ihr Feedback
Wir nutzen Ihr Feedback, um unsere Produktseiten zu verbessern. Bitte haben Sie Verständnis, dass wir Ihnen keine Rückmeldung geben können. Falls Sie Kontakt mit uns aufnehmen möchten, können Sie sich aber gerne an unseren Kund*innenservice wenden.
zum Kundenservice