Introduction to stochastic processes with R

DOI10.1002/9781118740712zbMATH Open1360.60001OpenAlexW2505112404MaRDI QIDQ2803798FDOQ2803798

Authors: Robert P. Dobrow 

Publication date: 2 May 2016

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

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zbMATH Keywords

Markov chainmartingaleBrownian motionPoisson processMonte Carlo methodbranching process[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=It%EF%BF%BD%EF%BF%BD+integral&go=Go It�� integral]stochastic processstochastic calculus

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)

Cited In (8)

• Renewal reward perspective on linear switching diffusion systems in models of intracellular transport
• Simulation and inference for stochastic differential equations. With R examples.
• Simulation and Inference for Stochastic Processes with YUIMA
• On Random Walks with Geometric Lifetimes
• stochbook
• A generalized inverse for graphs with absorption
• Title not available (Why is that?)
• Relating Eulerian and Lagrangian spatial models for vector-host disease dynamics through a fundamental matrix

Uses Software

• R

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