Simulation and Inference for Stochastic Differential Equations (With R Examples)

Springer Nature B.V. · 2018-05-17

Stochastic di?erential equations model stochastic evolution as time evolves. These models have a variety of applications in many disciplines and emerge naturally in the study of many phenomena. Examples of these applications are physics (see, e. g. , [176] for a review), astronomy [202], mechanics [147], economics [26], mathematical ?nance [115], geology [69], genetic analysis (see, e. g. , [110], [132], and [155]), ecology [111], cognitive psychology (see, e. g.

ISBN
9780387567471
출판일
2018-05-17
출판사
Springer Nature B.V.