Inference for Diffusion Processes: With Applications in Life Sciences

By Christiane Fuchs

Book Overview

Introduction.- Stochastic Modelling in Life Sciences.- Stochastic Differential Equations and Diffusions in a Nutshell.- Approximation of Markov Jump Processes by Diffusions.- Diffusion Models in Life Sciences.- Parametric Inference for Discretely-observed Diffusions.- Bayesian Inference for Diffusions with Low-frequency Observations.- Application I: Spread of Influenza.- Application II: Analysis of Molecular Binding.- Conclusion and Outlook.- Benchmark Models.- Miscellaneous.- Supplementary Material for Application I.- Supplementary Material for Application II.- Notation.- References.

• Format: Paperback
• Language: English
• ISBN: 3642430171
• ISBN13: 9783642430176
• Release Date: June 2015
• Publisher: Springer
• Length: 430 Pages
• Weight: 1.38 lbs.
• Dimensions: 0.9" x 6.1" x 9.2"