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Inference for Diffusion Processes: With Applications in Life Sciences
Hardcover
Business GeneralGeneral ScienceProbability & Statistics
ISBN13: 9783642259685
Publisher: Springer Nature
Published: Jan 16 2013
Pages: 430
Weight: 1.65
Height: 1.20 Width: 6.40 Depth: 9.10
Language: English
Introduction.- Stochastic Modelling in Life Sciences.- Stochastic Differential Equations and Diffusions in a Nutshell.- Approximation of Markov Jump Processes by Diffusions.- Diffusion Models in Life Sciences.- Parametric Inference for Discretely-observed Diffusions.- Bayesian Inference for Diffusions with Low-frequency Observations.- Application I: Spread of Influenza.- Application II: Analysis of Molecular Binding.- Conclusion and Outlook.- Benchmark Models.- Miscellaneous.- Supplementary Material for Application I.- Supplementary Material for Application II.- Notation.- References.
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