Inference for Diffusion Processes With Applications in Life Sciences /

• Main Author: Fuchs, Christiane (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
• Subjects: Statistics.; Biostatistics.; Statistical Theory and Methods.; Statistics for Life Sciences, Medicine, Health Sciences.; Statistics for Business/Economics/Mathematical Finance/Insurance.

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...