G George Yin

(Author)

Hybrid Switching Diffusions: Properties and Applications (2010)Hardcover - 2010, 26 October 2009

Hybrid Switching Diffusions: Properties and Applications (2010)
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Part of Series
Stochastic Modelling and Applied Probability
Print Length
398 pages
Language
English
Publisher
Springer
Date Published
26 Oct 2009
ISBN-10
1441911049
ISBN-13
9781441911049

Description

This book encompasses the study of hybrid switching di usion processes and their applications. The word \hybrid" signi es the coexistence of c- tinuous dynamics and discrete events, which is one of the distinct features of the processes under consideration. Much of the book is concerned with the interactions of the continuous dynamics and the discrete events. Our motivations for studying such processes originate from emerging and - isting applications in wireless communications, signal processing, queueing networks, production planning, biological systems, ecosystems, nancial engineering, and modeling, analysis, and control and optimization of lar- scale systems, under the in uence of random environments. Displaying mixture distributions, switching di usions may be described by the associated operators or by systems of stochastic di erential eq- tions together with the probability transition laws of the switching actions. We either have Markov-modulated switching di usions or processes with continuous state-dependent switching. The latter turns out to be much more challenging to deal with. Viewing the hybrid di usions as a number of di usions joined together by the switching process, they may be se- ingly not much di erent from their di usion counterpart. Nevertheless, the underlying problems become more di cult to handle, especially when the switching processes depend on continuous states. The di culty is due to the interaction of the discrete and continuous processes and the tangled and hybrid information pattern.

Product Details

Authors:
G George YinChao Zhu
Book Edition:
2010
Book Format:
Hardcover
Country of Origin:
NL
Date Published:
26 October 2009
Dimensions:
23.39 x 15.6 x 2.39 cm
ISBN-10:
1441911049
ISBN-13:
9781441911049
Language:
English
Location:
New York, NY
Pages:
398
Publisher:
Weight:
757.5 gm

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