[PDF.34up] Simulation and Inference for Stochastic Differential Equations: With R Examples (Springer Series in Statistics)

Simulation and Inference for Stochastic Differential Equations: With R Examples (Springer Series in Statistics)

[PDF.re99] Simulation and Inference for Stochastic Differential Equations: With R Examples (Springer Series in Statistics)

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 | #1381213 in Books |  2008-05-05 | Original language:English | PDF # 1 |  9.21 x.69 x6.14l,1.23 | File type: PDF | 286 pages

 | ISBN13: 9780387758381 | Condition: Used - Like New | Notes: 100% Satisfaction Guarantee. Tracking provided on most orders. Buy with Confidence! Millions of books sold!

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||0 of 1 people found the following review helpful.| Four Stars|By Mingotti Nicola|- good starting point for learning somethig practical about S.D.E.
- Hands on approach
- R code|0 of 1 people found the following review helpful.| Five Stars|By pei|Good|0 of 2 people found the following review helpful.| Great book, worth the money| ||From the reviews:|"It is a pleasure to strongly recommend the text to the intended audience.The writing style is effective, with a relatively gentle but accurate mathematicalcoverage and a wealth of R code in the sde package." (Thomas L. Burr, Technometric

This book covers a highly relevant and timely topic that is of wide interest, especially in finance, engineering and computational biology. The introductory material on simulation and stochastic differential equation is very accessible and will prove popular with many readers. While there are several recent texts available that cover stochastic differential equations, the concentration here on inference makes this book stand out. No other direct competitors are known ...

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