Simulation and Inference for Stochastic Differential Equations: With R Examples

Keywords

Stochastic differential equation, Inference, Applied mathematics, Computer science, Mathematics

References

• Handbook of stochastic methods for physics, chemistry and the natural sciencesKerry J. Vahala — 1986
• Handbook of Stochastic Methods for Physics, Chemistry and the Natural Sciences.@@@Elements of Applied Stochastic Processes, 2nd Edition.@@@Comparison Methods for Queues and Other Stochastic Models.@@@Parameter Estimation for Stochastic Processes.C. W. Gardiner, U. Narayan Bhat, Dietrich Stoyan — 1986

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• Lévy processes and filtering theoryStefan Blackwood — 2014
• Bayesian Stochastic Differential Equation Modelling with Application to FinanceM. Al-Saadony — 2013
• DETERMINING THE GENOTYPE-PHENOTYPE CONNECTION IN SYNTHETIC INDUCIBLE GENE EXPRESSION SYSTEMSRhys Adams — 2012
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