Hybrid Switching Diffusions Properties and Applications /

• Main Authors: Yin, G. George (Author), Zhu, Chao (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2010.
• Edition: First.
• Series: Stochastic Modelling and Applied Probability, 63
• Subjects: Mathematics.; Operations research.; Decision making.; Probabilities.; Control engineering.; Robotics.; Mechatronics.; Automation.; Probability Theory and Stochastic Processes.; Operation Research/Decision Theory.; Robotics and Automation.; Control, Robotics, Mechatronics.

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 sys...

Table of Contents:

• 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.