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Statistical Methods for Stochastic Differential Equations

Language EnglishEnglish
Book Hardback
Book Statistical Methods for Stochastic Differential Equations Mathieu Kessler
Libristo code: 01215880
Publishers Taylor & Francis Inc, May 2012
The seventh volume in the SemStat series, this book presents current research trends and recent deve... Full description
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The seventh volume in the SemStat series, this book presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible both to new students and seasoned researchers, each chapter starts with introductions to the topics and builds gradually toward discussing recent research. Chapters are self-contained and written by leading researchers from the field. The book includes applications to finance and econometrics and provides relevant software where applicable.

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About the book

Full name Statistical Methods for Stochastic Differential Equations
Author Mathieu Kessler
Language English
Binding Book - Hardback
Date of issue 2012
Number of pages 507
EAN 9781439849408
ISBN 1439849404
Libristo code 01215880
Publishers Taylor & Francis Inc
Weight 882
Dimensions 160 x 240 x 33

Categories

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Differential calculus & equations
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
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