Probabilistic Modeling in Finance and Biology

Limit Theorems and Applications

Autori

• Julien Guyon

Parametri

• 172 pagine
• 7 ore di lettura

• Matematica

Maggiori informazioni sul libro

Focusing on probabilistic modeling, the book explores complex random systems in finance and biology, addressing the challenges posed by vast and noisy data. It delves into the analysis of stochastic differential equations and the ergodic properties of volatility models in finance, alongside numerical experiments. In biology, it presents a bifurcating autoregressive model for cellular aging and introduces bifurcating Markov chains, establishing limit theorems. This work serves as a valuable resource for researchers and practitioners in applied mathematics, finance, and biology.

Lingua: Inglese

Pubblicato: 2010

(In brossura)