Inference for Diffusion Processes

With Applications in Life Sciences

Authors: Fuchs, Christiane

  • 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
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  • ISBN 978-3-642-25969-2
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Hardcover $139.00
price for USA
valid through November 5, 2017
  • ISBN 978-3-642-25968-5
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Softcover $139.00
price for USA
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  • ISBN 978-3-642-43017-6
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Rent the eBook  
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About this book

Diffusion processes are a promising instrument for realistically modelling the time-continuous evolution of phenomena not only in the natural sciences but also in finance and economics. Their mathematical theory, however, is challenging, and hence diffusion modelling is often carried out incorrectly, and the according statistical inference is considered almost exclusively by theoreticians. This book explains both topics in an illustrative way which also addresses practitioners. It provides a complete overview of the current state of research and presents important, novel insights. The theory is demonstrated using real data applications.

About the authors

Christiane Fuchs received an MSc degree in Computational Mathematics from Brunel University West London in 2003 and a Diploma in Mathematics from the University of Hanover in 2005. In 2010 she completed her doctorate in Statistics at the Ludwig-Maximilians-Universität Munich.

After an interim research stay at the University of Warwick in 2010 she is currently a postdoctoral fellow at the Helmholtz Centre in Munich.

Reviews

From the reviews:

“The book under review is aimed at introducing both modelling and inference for diffusions and applying the statistical estimation of complex diffusion models to real data sets. It addresses to theoreticians (e.g., mathematicians and statisticians) as well as practitioners (e.g., bioinformaticians and biologists) with basic knowledge about deterministic differential equations, probability theory and statistics. … the book under review is recommended to researchers with strong background through deterministic differential equations, probability theory and statistics.” (Iris Burkholder, zbMATH, Vol. 1276, 2014)

Table of contents (10 chapters)

  • Introduction

    Fuchs, Christiane

    Pages 1-5

  • Stochastic Modelling in Life Sciences

    Fuchs, Christiane

    Pages 9-30

  • Stochastic Differential Equations and Diffusions in a Nutshell

    Fuchs, Christiane

    Pages 31-53

  • Approximation of Markov Jump Processes by Diffusions

    Fuchs, Christiane

    Pages 55-100

  • Diffusion Models in Life Sciences

    Fuchs, Christiane

    Pages 101-129

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-3-642-25969-2
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $139.00
price for USA
valid through November 5, 2017
  • ISBN 978-3-642-25968-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $139.00
price for USA
valid through November 5, 2017
  • ISBN 978-3-642-43017-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the eBook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Inference for Diffusion Processes
Book Subtitle
With Applications in Life Sciences
Authors
Copyright
2013
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-25969-2
DOI
10.1007/978-3-642-25969-2
Hardcover ISBN
978-3-642-25968-5
Softcover ISBN
978-3-642-43017-6
Edition Number
1
Number of Pages
XIX, 430
Topics