Simulation And Inference For Stochastic Differential Equations: With R Examples

Míreanna comhchosúla

• Stochastic differential equations
  de réir: Gihman, I. I, et al.
  Foilsithe / Cruthaithe: (1972)
• Markov Chain Monte Carlo: stochastic simulation for bayesian inference
  de réir: Gamerman, Dani, et al.
  Foilsithe / Cruthaithe: (2006)
• Lectures on topics in stochastic differential equations
  de réir: Stroock, Daniel W
  Foilsithe / Cruthaithe: (1982)
• Stochastic differential equations: an introduction with applications
  de réir: Oksendal, Bernt
  Foilsithe / Cruthaithe: (1985)
• Numerical solution of stochastic differential equations
  de réir: Kloeden, Peter E, et al.
  Foilsithe / Cruthaithe: (1992)