by Xuerong Mao (University of Strathclyde, UK) & Chenggui Yuan (University of Wales Swansea, UK)

Table of Contents (90k)
Preface (127k)
Chapter 1: Brownian Motions and Stochastic Integrals (1,392k)

This textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching. It presents the basic principles at an introductory level but emphasizes current advanced level research trends. The material takes into account all the features of Ito equations, Markovian switching, interval systems and time-lag. The theory developed is applicable in different and complicated situations in many branches of science and industry.

• Brownian Motions and Stochastic Integrals
• Inequalities
• Stochastic Differential Equations with Markovian Switching
• Approximate Solutions
• Boundedness and Stability
• Numerical Methods for Asymptotic Properties
• Stochastic Differential Delay Equations with Markovian Switching
• Stochastic Functional Differential Equations with Markovian Switching
• Stochastic Interval Systems with Markovian Switching
• Applications