Introduction to stochastic processes with R

DOI10.1002/9781118740712MaRDI QIDQ2803798zbMATH OpenOpenAlexFDO

Authors Robert P. Dobrow

Publication date 2 May 2016

Full work available at URL https://doi.org/10.1002/9781118740712

zbMATH Keywords

Markov chainmartingaleBrownian motionPoisson processMonte Carlo methodbranching processstochastic processstochastic calculusItô integral

Mathematics Subject Classification ID

Theory of programming languages (68N15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic processes (60Gxx) Foundations of stochastic processes (60G05)

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Cited in

(12)

• Renewal reward perspective on linear switching diffusion systems in models of intracellular transport
• Informal introduction to stochastic processes with Maple
• Simulation and inference for stochastic differential equations. With R examples.
• Stochastic processes. From applications to theory
• Simulation and Inference for Stochastic Processes with YUIMA
• Stochastic processes with R. An introduction
• stochbook
• On Random Walks with Geometric Lifetimes
• A generalized inverse for graphs with absorption
• Introduction to scientific programming and simulation using R
• scientific article; zbMATH DE number 1825241 (Why is no real title available?)
• Relating Eulerian and Lagrangian spatial models for vector-host disease dynamics through a fundamental matrix

Describes a project that uses

Uses Software

• R

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