Hybrid Switching Diffusions

Properties and Applications

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Éditeur :

Springer

Paru le : 2025-11-10

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 environmen...
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Éditeur

Collection
n.c

Parution
2025-11-10

Pages
541 pages

EAN papier
9783031933028

Auteur(s) du livre


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 Journalon 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.

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EAN PDF
9783031933035
Prix
157,74 €
Nombre pages copiables
5
Nombre pages imprimables
54
Taille du fichier
16261 Ko
EAN EPUB
9783031933035
Prix
157,74 €
Nombre pages copiables
5
Nombre pages imprimables
54
Taille du fichier
40602 Ko

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