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Hybrid Switching Diffusions (Record no. 22795)

000 -LEADER
fixed length control field 03822nam a22004575i 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20140310151444.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 100301s2010 xxu| s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781441911056
978-1-4419-1105-6
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA273.A1-274.9
Classification number QA274-274.9
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2
Edition number 23
264 #1 -
-- New York, NY :
-- Springer New York,
-- 2010.
912 ## -
-- ZDB-2-SMA
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Yin, G. George.
Relator term author.
245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE
Title Hybrid Switching Diffusions
Medium [electronic resource] :
Remainder of title Properties and Applications /
Statement of responsibility, etc by G. George Yin, Chao Zhu.
250 ## - EDITION STATEMENT
Edition statement First.
300 ## - PHYSICAL DESCRIPTION
Other physical details online resource.
440 1# - SERIES STATEMENT/ADDED ENTRY--TITLE
Title Stochastic Modelling and Applied Probability,
International Standard Serial Number 0172-4568 ;
Volume number/sequential designation 63
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note 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.
520 ## - SUMMARY, ETC.
Summary, etc 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 systems, ecosystems, financial engineering, and modeling, analysis, and control and optimization of large-scale systems, under the influence of random environment. One of the distinct features of the processes under consideration is the coexistence of continuous dynamics and discrete events. This book is written for applied mathematicians, applied probabilists, systems engineers, control scientists, operations researchers, and financial analysts. Selected materials from the book may also be used in a graduate level course on stochastic processes and applications or a course on hybrid systems. A large part of the book is concerned with the discrete event process depending on the continuous dynamics. In addition to the existence and uniqueness of solutions of switching diffusion equations, regularity, Feller and strong Feller properties, continuous and smooth dependence on initial data, recurrence, ergodicity, invariant measures, and stability are dealt with. Numerical methods for solutions of switching diffusions are developed; algorithms for approximation to invariant measures are investigated. Two-time-scale models are also examined. The results presented in the book are useful to researchers and practitioners who need to use stochastic models to deal with hybrid stochastic systems, and to treat real-world problems when continuous dynamics and discrete events are intertwined, in which the traditional approach using stochastic differential equations alone is no longer adequate.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
Topical term or geographic name as entry element Distribution (Probability theory).
Topical term or geographic name as entry element Mathematics.
Topical term or geographic name as entry element Probability Theory and Stochastic Processes.
Topical term or geographic name as entry element Control, Robotics, Mechatronics.
Topical term or geographic name as entry element Operations Research/Decision Theory.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Zhu, Chao.
Relator term author.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9781441911049
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://dx.doi.org/10.1007/978-1-4419-1105-6
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Item type E-Book
Copies
Price effective from Permanent location Date last seen Not for loan Date acquired Source of classification or shelving scheme Koha item type Damaged status Lost status Withdrawn status Current location Full call number
2014-04-09AUM Main Library2014-04-09 2014-04-09 E-Book   AUM Main Library519.2