Inference for Diffusion Processes: With Applications in Life Sciences

Fuchs, Christiane

ISBN 10: 3642259685 / ISBN 13: 9783642259685

Published by Springer Verlag, 2013

About this Item

2013 edition. 449 pages. 9.40x6.35x1.10 inches. In Stock.

Seller Inventory # x-3642259685

Bibliographic Details

• Title: Inference for Diffusion Processes: With Applications in Life Sciences
• Publisher: Springer Verlag
• Publication Date: 2013
• Language: English
• ISBN 10: 3642259685
• ISBN 13: 9783642259685
• Binding: Hardcover
• Condition: Brand New
• Weight: 0.77 kilograms

About this title

Synopsis

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.

About the Author

Christiane Fuchs received an MSc degree in Computational Mathematics from Brunel University West London in 2003 and a Diploma in Mathematics from the University of Hanover in 2005. In 2010 she completed her doctorate in Statistics at the Ludwig-Maximilians-Universität Munich.

After an interim research stay at the University of Warwick in 2010 she is currently a postdoctoral fellow at the Helmholtz Centre in Munich.