Hybrid Switching Diffusions
Book 1
Book 2
Book 3
Book 1
Book 2
Book 3
Book 1
Book 2
Book 3
Book 1
Book 2
Book 3
Home > Mathematics and Science Textbooks > Mathematics > Probability and statistics > Hybrid Switching Diffusions: Properties and Applications(63 Probability Theory and Stochastic Modelling)
Hybrid Switching Diffusions: Properties and Applications(63 Probability Theory and Stochastic Modelling)

Hybrid Switching Diffusions: Properties and Applications(63 Probability Theory and Stochastic Modelling)


     0     
5
4
3
2
1



Out of Stock


Notify me when this book is in stock
X
About the Book

This thoroughly revised and expanded edition presents a comprehensive study of hybrid switching diffusion processes and their wide-ranging applications. These processes, which combine continuous dynamics with discrete events, are essential for modeling complex systems influenced by random environments. They have broad applications in such fields as wireless communications, signal processing, queueing networks, production planning, ecosystems, financial engineering, and large-scale system optimization. Since the publication of the first edition, the study of hybrid switching diffusions has made significant strides, with new theoretical breakthroughs and emerging applications in ecology and population biology. This edition incorporates these advancements, refining and expanding several key chapters. Notably, it introduces a new chapter on switching processes with past dependence, extending the theoretical framework to account for historical states in the switching process. a new chapter on mathematical biology applications, demonstrating the relevance of hybrid switching diffusions in biological modeling. In addition to covering fundamental topics such as existence and uniqueness of solutions, recurrence, ergodicity, invariant measures, and stability, this edition further explores numerical methods and two-time-scale models. This book is an essential resource for applied mathematicians, probabilists, systems engineers, control scientists, operations researchers, and financial analysts. It is also well-suited for graduate courses on stochastic processes and hybrid systems. The new edition offers researchers and practitioners a robust and versatile framework, driving significant advancements and broadening the application of stochastic analysis to real-world challenges.

Table of Contents:
Chapter 1 Introduction and Motivation.- Chapter 2 Switching Diffusion.- Chapter 3 Recurrence.- Chapter 4 Ergodicity.- Chapter 5 Numerical Approximation.- Chapter 6 Stability.- Chapter 7 Stability of Switching ODEs.- Chapter 8 Invariance Principles.- Chapter 9 Two-Time-Scale Switching Diffusions.- Chapter 10 Switching Jump Diffusions: Time-Scale Separations.- Chapter 11 Past-Dependent Switching Diffusion.- Chapter 12 Population Dynamics Modeled by Switching Diffusion.- Appendix.- References.- Index.

About the Author :
Hai-Dang Nguyen received the B.S. degree in mathematics from the VNU, Hanoi University of Science, Hanoi, Vietnam, in 2008, and the Ph.D. in applied mathematics from Wayne State University, Detroit, MI, USA, in 2018. He joined the University of Alabama, Tuscaloosa, AL, USA, in 2018 as an Assistant Professor and was promoted to Associate Professor, in 2022. His research interests include stochastic systems and applications, mathematical biology, and stochastic control. Dr. Nguyen was the recipient of SIAM Activity Group on Control and Systems Theory Prize in 2019. He is an Associate Editor of Nonlinear Analysis: Hybrid Systems and SIAM Journal on Control and Optimization. George Yin received the B.S. degree in mathematics from the University of Delaware in 1983, the M.S. degree in electrical engineering, and the Ph.D. degree in applied mathematics from Brown University in 1987. He joined the Department of Mathematics, Wayne State University in 1987, and became Professor in 1996 and University Distinguished Professor in 2017. He moved to the University of Connecticut in 2020. He was the Editor-in-Chief of SIAM Journal on Control and Optimization from 2018-2023, and is/was on editorial board of many other journals. He is a Fellow of IEEE, a Fellow of IFAC, and a Fellow of SIAM. Chao Zhu received his B.S. and M.S. degrees in mathematics from East China Normal University, Shanghai, China, in 1999 and 2002, respectively, and his Ph.D. in mathematics from Wayne State University in 2007, under the supervision of Prof. George Yin. He joined the Department of Mathematical Sciences, the University of Wisconsin Milwaukee in 2007 and became a Professor in 2018. He is currently serving on the editorial boards of three journals. His research interests include stochastic analysis, and stochastic control and their applications in areas such as mathematical nance, mathematical biology, and risk management.


Best Sellers


Product Details
  • ISBN-13: 9783031933028
  • Publisher: Springer International Publishing AG
  • Publisher Imprint: Springer International Publishing AG
  • Edition: Revised edition
  • Language: English
  • Returnable: N
  • Sub Title: Properties and Applications
  • ISBN-10: 3031933028
  • Publisher Date: 22 Sep 2025
  • Binding: Hardback
  • Height: 235 mm
  • No of Pages: 545
  • Series Title: 63 Probability Theory and Stochastic Modelling
  • Width: 155 mm


Similar Products

Add Photo
Add Photo

Customer Reviews

REVIEWS      0     
Click Here To Be The First to Review this Product
Hybrid Switching Diffusions: Properties and Applications(63 Probability Theory and Stochastic Modelling)
Springer International Publishing AG -
Hybrid Switching Diffusions: Properties and Applications(63 Probability Theory and Stochastic Modelling)
Writing guidlines
We want to publish your review, so please:
  • keep your review on the product. Review's that defame author's character will be rejected.
  • Keep your review focused on the product.
  • Avoid writing about customer service. contact us instead if you have issue requiring immediate attention.
  • Refrain from mentioning competitors or the specific price you paid for the product.
  • Do not include any personally identifiable information, such as full names.

Hybrid Switching Diffusions: Properties and Applications(63 Probability Theory and Stochastic Modelling)

Required fields are marked with *

Review Title*
Review
    Add Photo Add up to 6 photos
    Would you recommend this product to a friend?
    Tag this Book Read more
    Does your review contain spoilers?
    What type of reader best describes you?
    I agree to the terms & conditions
    You may receive emails regarding this submission. Any emails will include the ability to opt-out of future communications.

    CUSTOMER RATINGS AND REVIEWS AND QUESTIONS AND ANSWERS TERMS OF USE

    These Terms of Use govern your conduct associated with the Customer Ratings and Reviews and/or Questions and Answers service offered by Bookswagon (the "CRR Service").


    By submitting any content to Bookswagon, you guarantee that:
    • You are the sole author and owner of the intellectual property rights in the content;
    • All "moral rights" that you may have in such content have been voluntarily waived by you;
    • All content that you post is accurate;
    • You are at least 13 years old;
    • Use of the content you supply does not violate these Terms of Use and will not cause injury to any person or entity.
    You further agree that you may not submit any content:
    • That is known by you to be false, inaccurate or misleading;
    • That infringes any third party's copyright, patent, trademark, trade secret or other proprietary rights or rights of publicity or privacy;
    • That violates any law, statute, ordinance or regulation (including, but not limited to, those governing, consumer protection, unfair competition, anti-discrimination or false advertising);
    • That is, or may reasonably be considered to be, defamatory, libelous, hateful, racially or religiously biased or offensive, unlawfully threatening or unlawfully harassing to any individual, partnership or corporation;
    • For which you were compensated or granted any consideration by any unapproved third party;
    • That includes any information that references other websites, addresses, email addresses, contact information or phone numbers;
    • That contains any computer viruses, worms or other potentially damaging computer programs or files.
    You agree to indemnify and hold Bookswagon (and its officers, directors, agents, subsidiaries, joint ventures, employees and third-party service providers, including but not limited to Bazaarvoice, Inc.), harmless from all claims, demands, and damages (actual and consequential) of every kind and nature, known and unknown including reasonable attorneys' fees, arising out of a breach of your representations and warranties set forth above, or your violation of any law or the rights of a third party.


    For any content that you submit, you grant Bookswagon a perpetual, irrevocable, royalty-free, transferable right and license to use, copy, modify, delete in its entirety, adapt, publish, translate, create derivative works from and/or sell, transfer, and/or distribute such content and/or incorporate such content into any form, medium or technology throughout the world without compensation to you. Additionally,  Bookswagon may transfer or share any personal information that you submit with its third-party service providers, including but not limited to Bazaarvoice, Inc. in accordance with  Privacy Policy


    All content that you submit may be used at Bookswagon's sole discretion. Bookswagon reserves the right to change, condense, withhold publication, remove or delete any content on Bookswagon's website that Bookswagon deems, in its sole discretion, to violate the content guidelines or any other provision of these Terms of Use.  Bookswagon does not guarantee that you will have any recourse through Bookswagon to edit or delete any content you have submitted. Ratings and written comments are generally posted within two to four business days. However, Bookswagon reserves the right to remove or to refuse to post any submission to the extent authorized by law. You acknowledge that you, not Bookswagon, are responsible for the contents of your submission. None of the content that you submit shall be subject to any obligation of confidence on the part of Bookswagon, its agents, subsidiaries, affiliates, partners or third party service providers (including but not limited to Bazaarvoice, Inc.)and their respective directors, officers and employees.

    Accept

    Fresh on the Shelf


    Inspired by your browsing history


    Your review has been submitted!

    You've already reviewed this product!