Simulation and Inference for Stochastic Differential Equations

Stefano M. Iacus

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Language: English

Published by Springer New York Dez 2010, 2010

1441926070 / 9781441926074

Series: Book 108 of 160 - Springer Series in Statistics

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastic di erential equations model stochastic evolution as time evolves. These models have a variety of applications in many disciplines and emerge naturally in the study of many phenomena. Examples of these applications are physics (see, e. g. , [176] for a review), astronomy [202], mechanics [147], economics [26], mathematical nance [115], geology [69], genetic analysis (see, e. g. , [110], [132], and [155]), ecology [111], cognitive psychology (see, e. g. , [102], and [221]), neurology [109], biology [194], biomedical sciences [20], epidemi- ogy [17], political analysis and social processes [55], and many other elds of science and engineering. Although stochastic di erential equations are quite popular models in the above-mentioned disciplines, there is a lot of mathem- ics behind them that is usually not trivial and for which details are not known to practitioners or experts of other elds. In order to make this book useful to a wider audience, we decided to keep the mathematical level of the book su ciently low and often rely on heuristic arguments to stress the underlying ideas of the concepts introduced rather than insist on technical details. Ma- ematically oriented readers may nd this approach inconvenient, but detailed references are always given in the text. As the title of the book mentions, the aim of the book is twofold. 304 pp. Englisch.…

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Title
Simulation and Inference for Stochastic Differential Equations
Author
Stefano M. Iacus
Publisher
Springer New York Dez 2010
Publication year
2010
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
1441926070
ISBN 13
9781441926074
Item weight
464 grams
Dimensions
235x155x17 mm
Series
Book 108 of 160: Springer Series in Statistics

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

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BuchWeltWeit Ludwig Meier e.K.

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