Hybrid Switching Diffusions Properties and Applications

From the reviews:

“The book Hybrid Switching Diffusions provides a remarkable coverage of up-to-date, cutting-edge research results on switching diffusions. … As I read through the book, I was impressed by the vast number of topics covered as well as the level of technical details. … provides a thorough, up-to-date development of regime-switching diffusions. It provides a valuable reference for applied mathematicians and control scientists. The book can also be useful to researchers in other application fields who seek suitable mathematical models that may fit their own systems.” (Ruihua Liu, IEEE Control Systems Magazine, Vol. 30, October, 2010)

“This book is written for scientists, engineers, and financial analysts interested in processes described by the coexistence of discrete events and continuous dynamics. Among the topics treated are existence and uniqueness of solutions of switching diffusion equations, regularity, well posedness, recurrence, ergodicity, stability, numerical methods, and two-time-scale processes.” (IEEE Control Systems Magazine, Vol. 30, June, 2010)