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Inference for Diffusion Processes: With Applications in Life Sciences

Christiane Fuchs




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 | #4634633 in Books |  Springer |  2013-01-16 | Original language:English | PDF # 1 |  9.10 x1.20 x6.40l,1.65 | File type: PDF | 430 pages

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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 prac...

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