Stochastic differential equations with Markovian switching /

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Bibliographic Details
Author / Creator:Mao, Xuerong.
Imprint:London : Imperial College Press, c2006.
Description:xviii, 409 p. ; 24 cm.
Language:English
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/6207256
Hidden Bibliographic Details
Other authors / contributors:Yuan, Chenggui.
ISBN:1860947018
Notes:Includes bibliographical references (p. 395-405) and index.

MARC

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300 |a xviii, 409 p. ;  |c 24 cm. 
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504 |a Includes bibliographical references (p. 395-405) and index. 
505 0 0 |g 1.  |t Brownian motions and stochastic integrals --  |g 2.  |t Inequalities --  |g 3.  |t Stochastic differential equations with Markovian switching --  |g 4.  |t Approximate solutions --  |g 5.  |t Boundedness and stability --  |g 6.  |t Numerical methods for asymptotic properties --  |g 7.  |t Stochastic differential delay equations with Markovian switching --  |g 8.  |t Stochastic functional differential equations with Markovian switching --  |g 9.  |t Stochastic interval systems with Markovian switching --  |g 10.  |t Applications. 
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