Stochastic Differential Equations with Markovian Switching

This textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching.\n\nIt 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 is written by Xuerong Mao;Chenggui Yuan; and published by ICP. ISBNs for Stochastic Differential Equations with Markovian Switching are 9781911299271, 1911299271 and the print ISBNs are 9781860947018, 1860947018.