Probabilistic Modeling in Finance and Biology : Limit Theorems and Applications

Language: English

Published by LAP LAMBERT Academic Publishing, 2010

3838314468 / 9783838314464

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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nach der Bestellung gedruckt Neuware - Printed after ordering - In this book, I strove to propose a both precise and handy probabilistic modeling in some areas of finance and biology. Both fields are made of complex random systems, described by huge and noisy data, and call for expertise in probability theory and statistics. My work is a contribution to modeling interactions in such systems, numerical analysis of the models, and statistical analysis of experimental data. In finance, I first focus on analysis of weak error of the density of the Euler scheme for stochastic differential equations, deriving new expansions in Gaussian-like functional spaces. Then I study ergodic properties of stochastic volatility models, with extended numerical experiments. In biology, I work on cellular aging, suggesting a bifurcating autoregressive model to describe growth rates of cells and building statistical procedures to estimate parameters and test biological hypothesis. To this end, I introduce the concept of bifurcating Markov chains and prove that such stochastic processes satisfy original limit theorems. This book should be useful to academic researchers or PhD students in applied mathematics, as well as to practitioners in finance or biology.

Seller Inventory # 9783838314464

Title
Probabilistic Modeling in Finance and Biology : Limit Theorems and Applications
Author
Julien Guyon
Publisher
LAP LAMBERT Academic Publishing
Publication year
2010
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3838314468
ISBN 13
9783838314464
Item weight
274 grams
Dimensions
220x150x11 mm

AHA-BUCH GmbH

Einbeck, Germany

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AbeBooks seller since August 14, 2006

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