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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...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2013.
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| Edición: | 1st ed. 2013. |
| Temas: | |
| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- 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.