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Books > Science & Mathematics > Biology, life sciences > Life sciences: general issues
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Inference for Diffusion Processes - With Applications in Life Sciences (Hardcover, 2013 ed.)
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Inference for Diffusion Processes - With Applications in Life Sciences (Hardcover, 2013 ed.)
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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 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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