Simulation and Inference for Stochastic Differential Equations With R Examples
The first one introduces the subject and presents several classes of processes used in many fields of mathematics, computational biology, finance and the social sciences. The second chapter is devoted to simulation schemes and covers new methods not available in other publications. The third one foc...
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Format: | eBook |
Language: | English |
Published: |
New York, NY
Springer New York
2008, 2008
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Edition: | 1st ed. 2008 |
Series: | Springer Series in Statistics
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Subjects: | |
Online Access: | |
Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Stochastic Processes and Stochastic Differential Equations
- Numerical Methods for SDE
- Parametric Estimation
- Miscellaneous Topics