Inference for diffusion processes with applications in life sciences Christiane Fuchs

Format:

Book

Author/Creator:

Fuchs, Christiane

Language:

English

Subjects (All):

Diffusion processes.

Stochastic differential equations.

Approximation theory.

Physical Description:

1 online resource

Place of Publication:

Berlin New York Springer ©2013

Language Note:

English

System Details:

text file

PDF

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

Contents:

Stochastic Modelling Stochastic Modelling in Life Sciences Stochastic Differential Equations and Diffusions in a Nutshell Approximation of Markov Jump Processes by Diffusions Diffusion Models in Life Sciences Statistical Inference Parametric Inference for Discretely-Observed Diffusions Bayesian Inference for Diffusions with Low-Frequency Observations Applications Application I: Spread of Influenza Application II: Analysis of Molecular Binding Summary and Future Work

Notes:

Includes bibliographical references and index

Other Format:

Inference for diffusion processes

ISBN:

9783642259692

3642259693

3642259685

9783642259685

9781299197480

1299197485

OCLC:

825818189

Access Restriction:

Restricted for use by site license