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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Bibliographic Details
Main Author: Iacus, Stefano M.
Format: eBook
Language:English
Published: New York, NY Springer New York 2008, 2008
Edition:1st ed. 2008
Series:Springer Series in Statistics
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