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.
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© 2013 Springer-Verlag Berlin Heidelberg
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Fuchs, C. (2013). Introduction. In: Inference for Diffusion Processes. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-25969-2_1
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DOI: https://doi.org/10.1007/978-3-642-25969-2_1
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-25968-5
Online ISBN: 978-3-642-25969-2
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