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Inference for Diffusion Processes

With Applications in Life Sciences

Christiane Fuchs

978-3-642-25969-2

2013
Edition 1
- Explicit instructions for diffusion modelling enable practitioners to apply this powerful class of processes
- Both stochastic modelling and statistical inference for diffusion processes are comprehensively covered in one book
- Explains in detail a Bayesian approach which enables parameter estimation for diffusion models in many applications in life sciences
- Graphical illustrations facilitate the understanding of Bayesian imputation techniques and associated convergence considerations
- Methods are illustrated on complex real data applications from epidemic modelling and fluorescence microscopy
- Required knowledge on stochastic calculus is provided in a special chapter
- Includes supplementary material: sn.pub/extras
€180

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