Sign-In
Cart
Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance
Hardcover
ISBN13: 9781119166061
Publisher: Wiley
Published: May 6 2019
Pages: 304
Weight: 1.20
Height: 0.80 Width: 6.10 Depth: 9.10
Language: English
A comprehensive introduction to the core issues of stochastic differential equations and their effective application
Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance offers a comprehensive examination to the most important issues of stochastic differential equations and their applications. The author -- a noted expert in the field -- includes myriad illustrative examples in modelling dynamical phenomena subject to randomness, mainly in biology, bioeconomics and finance, that clearly demonstrate the usefulness of stochastic differential equations in these and many other areas of science and technology.
The text also features real-life situations with experimental data, thus covering topics such as Monte Carlo simulation and statistical issues of estimation, model choice and prediction. The book includes the basic theory of option pricing and its effective application using real-life. The important issue of which stochastic calculus, Itô or Stratonovich, should be used in applications is dealt with and the associated controversy resolved. Written to be accessible for both mathematically advanced readers and those with a basic understanding, the text offers a wealth of exercises and examples of application. This important volume:
- Contains a complete introduction to the basic issues of stochastic differential equations and their effective application
- Includes many examples in modelling, mainly from the biology and finance fields
- Shows how to: Translate the physical dynamical phenomenon to mathematical models and back, apply with real data, use the models to study different scenarios and understand the effect of human interventions
- Conveys the intuition behind the theoretical concepts
- Presents exercises that are designed to enhance understanding
- Offers a supporting website that features solutions to exercises and R code for algorithm implementation
Written for use by graduate students, from the areas of application or from mathematics and statistics, as well as academics and professionals wishing to study or to apply these models, Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance is the authoritative guide to understanding the issues of stochastic differential equations and their application.
Also in
Probability & Statistics
R for Data Science: Import, Tidy, Transform, Visualize, and Model Data
Wickham, Hadley
Grolemund, Garrett
Paperback
AP Statistics Premium, 2027: 9 Practice Tests + Comprehensive Review + Online Practice
Sternstein, Martin, PH. D.
Paperback
R for Data Science: Import, Tidy, Transform, Visualize, and Model Data
Grolemund, Garrett
Cetinkaya-Rundel, Mine
Wickham, Hadley
Paperback
Graph Paper Composition Notebook: Quad Ruled 5x5, Grid Paper for Students in Math and Science
Wizo, Math
Paperback
Forecasting: Principles and Practice, the Pythonic Way
Hyndman, Rob J.
Athanasopoulos, George
Paperback
The Art of Uncertainty: How to Navigate Chance, Ignorance, Risk and Luck
Spiegelhalter, David
Paperback
Stat 208 Statistical Thinking: A Book for Stat 208 at Virginia Commonwealth University
Street IV, W. Scott
Durfee, Becky
Paperback
An Introduction to Statistical Learning: With Applications in R
Hastie, Trevor
James, Gareth
Witten, Daniela
Paperback
Mastering Claude AI: Practical Journey from First Prompts to Pro with Claude AI
Dickey, Ryan
Paperback
Introduction to Statistics: An Intuitive Guide for Analyzing Data and Unlocking Discoveries
Frost, Jim
Paperback
Ai-Assisted Statistics for Data Scientists: 50+ Essential Concepts Using R and Python
Bruce, Peter
Bruce, Andrew
Gedeck, Peter
Paperback
Scale: The Universal Laws of Life, Growth, and Death in Organisms, Cities, and Companies
West, Geoffrey
Paperback
How the World Really Works: The Science Behind How We Got Here and Where We're Going
Smil, Vaclav
Paperback
The Art of Uncertainty: How to Navigate Chance, Ignorance, Risk and Luck
Spiegelhalter, David
Hardcover
The Random Universe: How Models and Probability Help Us Make Sense of the Cosmos
Jaffe, Andrew H.
Hardcover
Schaum's Outline of Probability and Statistics, 4th Edition: 897 Solved Problems + 20 Videos
Schiller, John J.
Srinivasan, R. Alu
Spiegel, Murray R.
Paperback
Advanced Statistics in Research: Reading, Understanding, and Writing Up Data Analysis Results
Hatcher, Larry
Paperback
The Only Math Book You'll Ever Need, Revised Edition: Hundreds of Easy Solutions and Shortcuts for Mastering Everyday Numbers
Kogelman, Stanley
Heller, Barbara R.
Paperback
Schaum's Outline of Probability, Random Variables, and Random Processes, Fourth Edition
Hsu, Hwei P.
Paperback
Mathematical Foundations of Quantum Computing: A Scaffolding Approach
Lee, Peter
Yu, James
Cheng, Ran
Hardcover
The End of Average: Unlocking Our Potential by Embracing What Makes Us Different
Rose, Todd
Paperback
Mathletics: How Gamblers, Managers, and Fans Use Mathematics in Sports, Second Edition
Winston, Wayne L.
Pelechrinis, Konstantinos
Nestler, Scott
Paperback
Building Large Language Models from Scratch: Design, Train, and Deploy Llms with Pytorch
Grigorov, Dilyan
Paperback
Regression Modeling Strategies: With Applications to Linear Models, Logistic and Ordinal Regression, and Survival Analysis
Harrell Jr, Frank E.
Paperback
How the World Really Works: The Science Behind How We Got Here and Where We're Going
Smil, Vaclav
Hardcover
Damned Lies and Statistics: Untangling Numbers from the Media, Politicians, and Activists
Best, Joel
Hardcover
System Design with AI Interview Guide: Designing Scalable, Agentic, and Defensible Systems
Bhardwaj, Rohit
Paperback
Challenging Mathematical Problems with Elementary Solutions, Vol. I: Volume 1
Yaglom, A. M.
Yaglom, I. M.
Paperback
SQL Server 2025 Unveiled: The Ai-Ready Enterprise Database with Microsoft Fabric Integration
Ward, Bob
Paperback
Databricks Data Intelligence Platform: Unlocking the Genai Revolution
Gupta, Nikhil
Yip, Jason
Paperback
Quantum Computing and Quantum Machine Learning for Engineers and Developers
Rosas-Bustos, Jose
Fraser, Roydon Andrew
Van Griensven Thé, Jesse
Hardcover
The Master Algorithm: How the Quest for the Ultimate Learning Machine Will Remake Our World
Domingos, Pedro
Paperback
Large Language Models: A Deep Dive: Bridging Theory and Practice
Kamath, Uday
Keenan, Kevin
Somers, Garrett
Hardcover
Probably the Best Book on Statistics Ever Written: How to Beat the Odds and Make Better Decisions
Shapira, Haim
Hardcover
Making ChatGPT Work for You: Getting the Most Out of Generative AI as a Non-Techie
Evelyn, Lydia
Paperback
Probably Overthinking It: How to Use Data to Answer Questions, Avoid Statistical Traps, and Make Better Decisions
Downey, Allen B.
Paperback
The Theory That Would Not Die: How Bayes' Rule Cracked the Enigma Code, Hunted Down Russian Submarines, and Emerged Triumphant from Two Centuries of C
McGrayne, Sharon Bertsch
Paperback
Learning Statistics with Jamovi: A Tutorial for Beginners in Statistical Analysis
Foxcroft, David
Navarro, Danielle
Paperback
Time Series Analysis and Its Applications: With R Examples
Shumway, Robert H.
Stoffer, David S.
Hardcover
Probably Overthinking It: How to Use Data to Answer Questions, Avoid Statistical Traps, and Make Better Decisions
Downey, Allen B.
Hardcover
Machine Learning Q and AI: 30 Essential Questions and Answers on Machine Learning and AI
Raschka, Sebastian
Paperback
A Modern Introduction to Probability and Statistics: Understanding Why and How
Dekking, F. M.
Kraaikamp, C.
Lopuhaä, H. P.
Hardcover
Guide to Methods for Students of Political Science: Property, Proof, and Dispute in Catalonia Around the Year 1000
Van Evera, Stephen
Paperback
Scorecasting: The Hidden Influences Behind How Sports Are Played and Games Are Won
Moskowitz, Tobias
Wertheim, L. Jon
Paperback
Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes
Oosterlee, Cornelis W.
Grzelak, Lech A.
Paperback
An Introduction to Statistical Learning: With Applications in Python
James, Gareth
Witten, Daniela
Hastie, Trevor
Hardcover
Mathematical Foundations of Quantum Computing: A Scaffolding Approach
Lee, Peter
Yu, James
Cheng, Ran
Paperback
Modern Time Series Forecasting with Python - Second Edition: Industry-ready machine learning and deep learning time series analysis with PyTorch and p
Tackes, Jeffrey
Joseph, Manu
Paperback
Observability for Large Language Models: Site Reliability and Chaos Engineering for AI at Scale
Sharma, Ankush
Paperback
AI for Robotics: Toward Embodied and General Intelligence in the Physical World
Gopalakrishnan, Keerthana
Imran, Alishba
Paperback
Challenging Mathematical Problems with Elementary Solutions, Vol. II: Volume 2
Yaglom, A. M.
Yaglom, I. M.
Paperback
ACCUPLACER Math Prep: ACCUPLACER Math Test Study Guide with Two Practice Tests [Includes Detailed Answer Explanations]
Tpb Publishing
Paperback
Prompt Engineering for Everyone: A Self-Taught, Human-Centered Approach to AI Programming
Tavakoli, Hamid
Paperback
The Design Inference: Eliminating Chance through Small Probabilities
Ewert, Winston
Dembski, William A.
Hardcover
High-Dimensional Probability: An Introduction with Applications in Data Science
Vershynin, Roman
Hardcover
Discrete Nonlinear Schrodinger Equation: Beyond Complete Integrability
Zhang, Guoping
Pankov, Alexander
Hardcover
Introduction to Statistics: An Intuitive Guide for Analyzing Data and Unlocking Discoveries
Frost, Jim
Hardcover
The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Second Edition
Tibshirani, Robert
Friedman, Jerome
Hastie, Trevor
Hardcover
Large Language Model Recipes: A Hands-On Guide to Fine-Tuning, Optimization, Deployment, and Real-World Applications
Subbaiah, Kalpa
Kaata, Sashi Kiran
Bolla, Bharath Kumar
Paperback
Unlocking Dbt: Design and Deploy Transformations in Your Cloud Data Warehouse
Dorsey, Dustin
Cyr, Cameron
Paperback
Bayesian Analysis with Python - Third Edition: A practical guide to probabilistic modeling
Martin, Osvaldo
Paperback
The ESRI Guide to GIS Analysis, Volume 2: Spatial Measurements and Statistics
Mitchell, Andy
Griffin, Lauren Scott
Paperback
Telling Time Workbook: Practice Reading and Draw the Hand on the Clocks One Hour Half Hour 15 5 1 Minutes
Winny, Renzo
Paperback
Databricks Data Intelligence Platform: Powering the Agentic Era
Wojtyczka, Marcin
Yip, Jason
Gupta, Nikhil
Paperback
R in Action, Third Edition: Data Analysis and Graphics with R and Tidyverse
Kabacoff, Robert I.
Paperback
Building Generative AI Agents: Using Langgraph, Autogen, and Crewai
Deshmukh, Gaurav
Taulli, Tom
Paperback
Making Statistics Work: Information Theory and Bayesian Inference
Foley, Duncan
Scharfenaker, Ellis
Paperback
Transformation Enterprise Architecture with Agentic AI: Designing Intelligent, Adaptive, and Self-Governing Systems
Goniwada, Shivakumar R.
Paperback
Deep Learning in Computational Mechanics: An Introductory Course
Jokeit, Moritz
Herrmann, Leon
Weeger, Oliver
Hardcover
The Practical Guide to Large Language Models: Hands-On AI Applications with Hugging Face Transformers
Gridin, Ivan
Paperback