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Paperback Hybrid Switching Diffusions: Properties and Applications Book
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ISBN: 1461424704

ISBN13: 9781461424703

Hybrid Switching Diffusions: Properties and Applications

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Format: Paperback

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Book Overview

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.-...

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