Iacus, Stefano M.

Simulation and inference for stochastic differential equations with r examples / [electronic resource] : Stefano M. Iacus. - New York, N. Y. : Springer, c2008. - xviii, 284 p. : ill. - Springer series in statistics . - Springer series in statistics. .

Includes bibliographical references (p. [267]-277) and index.


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2011.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.






Stochastic differential equations.
Ergodic theory.


Electronic books.

QA274.23 / .I23 2008eb