Introduction

Christiane Fuchs
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Christiane Fuchs: Helmholtz Zentrum München, Institute for Bioinformatics and Systems Biology

Chapter Chapter 1 in Inference for Diffusion Processes, 2013, pp 1-5 from Springer

Abstract: Abstract Diffusion processes are a promising tool to realistically model the time-continuous evolution of phenomena not only in natural sciences but also in finance and economics. Their mathematical theory, however, is challenging. This book explains how diffusion processes can be derived as models for real life phenomena and how model parameters can statistically be estimated. This chapter specifies the objectives and structure of this book.

Keywords: Markov Chain Monte Carlo; Diffusion Approximation; Markov Chain Monte Carlo Algorithm; Markov Jump Process; Markov Chain Monte Carlo Technique (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-25969-2_1

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DOI: 10.1007/978-3-642-25969-2_1

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