Inference for diffusion processes : with applications in life sciences /

Inference for diffusion processes : with applications in life sciences /

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Bibliographic Details
Author / Creator:Fuchs, Christiane.
Imprint:Berlin ; New York : Springer, c2013.
Description:1 online resource.
Language:English
Subject:
Diffusion processes.
Stochastic differential equations.
Approximation theory.
Approximation theory.
Diffusion processes.
Stochastic differential equations.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/9849577
Hidden Bibliographic Details
ISBN:9783642259692 (electronic bk.)
3642259693 (electronic bk.)
9783642259685
Notes:Includes bibliographical references and index.
Summary:Diffusion processes are a promising instrument for realistically modelling the time-continuous evolution of phenomena not only in the natural sciences but also in finance and economics. Their mathematical theory, however, is challenging, and hence diffusion modelling is often carried out incorrectly, and the according statistical inference is considered almost exclusively by theoreticians. This book explains both topics in an illustrative way which also addresses practitioners. It provides a complete overview of the current state of research and presents important, novel insights. The theory is demonstrated using real data applications.

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