Inference for diffusion processes : with applications in life sciences
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...
Uloženo v:
| Hlavní autor: | |
|---|---|
| Médium: | Livre numérique |
| Jazyk: | Anglais |
| Vydáno: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer
[20..].
Cham : Springer Nature |
| Vydání: | 1st ed. 2013. |
| On-line přístup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Poznámka: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Inference for diffusion processes, with applications in life sciences, Christiane Fuchs, Berlin [etc.], Springer, 2013, 1 vol. (XIX, 430 p.), 978-3-642-25968-5 |
Obsah:
- Introduction 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 Parametric Inference for Discretely-observed Diffusions Bayesian Inference for Diffusions with Low-frequency Observations Application I: Spread of Influenza Application II: Analysis of Molecular Binding Conclusion and Outlook Benchmark Models Miscellaneous Supplementary Material for Application I Supplementary Material for Application II Notation References