Hybrid Switching Diffusions (Record no. 110318)
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000 -LEADER | |
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fixed length control field | 04019nam a22005055i 4500 |
001 - CONTROL NUMBER | |
control field | 978-1-4419-1105-6 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | DE-He213 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20140220084504.0 |
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 |
024 7# - OTHER STANDARD IDENTIFIER | |
Standard number or code | 10.1007/978-1-4419-1105-6 |
Source of number or code | doi |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA273.A1-274.9 |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA274-274.9 |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBT |
Source | bicssc |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBWL |
Source | bicssc |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | MAT029000 |
Source | bisacsh |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519.2 |
Edition number | 23 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Yin, G. George. |
Relator term | author. |
245 10 - TITLE STATEMENT | |
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. |
264 #1 - | |
-- | New York, NY : |
-- | Springer New York, |
-- | 2010. |
300 ## - PHYSICAL DESCRIPTION | |
Other physical details | online resource. |
336 ## - | |
-- | text |
-- | txt |
-- | rdacontent |
337 ## - | |
-- | computer |
-- | c |
-- | rdamedia |
338 ## - | |
-- | online resource |
-- | cr |
-- | rdacarrier |
347 ## - | |
-- | text file |
-- | |
-- | rda |
490 1# - SERIES STATEMENT | |
Series statement | 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. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Distribution (Probability theory). |
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Mathematics. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Probability Theory and Stochastic Processes. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Control, Robotics, Mechatronics. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
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 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | Stochastic Modelling and Applied Probability, |
-- | 0172-4568 ; |
Volume number/sequential designation | 63 |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | http://dx.doi.org/10.1007/978-1-4419-1105-6 |
912 ## - | |
-- | ZDB-2-SMA |
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