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Introduction

  • Christiane Fuchs
Chapter

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.

Keywords

Markov Chain Monte Carlo Diffusion Approximation Markov Chain Monte Carlo Algorithm Markov Jump Process Markov Chain Monte Carlo Technique 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Copyright information

© Springer-Verlag Berlin Heidelberg 2013

Authors and Affiliations

  • Christiane Fuchs
    • 1
  1. 1.Institute for Bioinformatics and Systems BiologyHelmholtz Zentrum MünchenNeuherbergGermany

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