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Focusing on discrete and continuous time Markov chains and continuous time and state Markov processes, this text presents the basic theory of stochastic processes necessary to understand and apply stochastic methods to biological problems. This edition contains a new chapter on stochastic differential equations that extends basic theory to multi
List of contents
Review of Probability Theory and an Introduction to Stochastic Processes. Discrete-Time Markov Chains. Biological Applications of Discrete-Time Markov Chains. Discrete-Time Branching Processes. Continuous-Time Markov Chains. Continuous-Time Birth and Death Chains. Biological Applications of Continuous-Time Markov Chains. Diffusion Processes and Stochastic Differential Equations. Biological Applications of Stochastic Differential Equations. Appendix. Index.
About the author
Linda J.S. Allen is a Paul Whitfield Horn Professor in the Department of Mathematics and Statistics at Texas Tech University. Dr. Allen has served on the editorial boards of the
Journal of Biological Dynamics, SIAM Journal of Applied Mathematics, Journal of Difference Equations and Applications, Journal of Theoretical Biology, and
Mathematical Biosciences. Her research interests encompass mathematical population biology, epidemiology, and immunology.
Summary
Focusing on discrete and continuous time Markov chains and continuous time and state Markov processes, this text presents the basic theory of stochastic processes necessary to understand and apply stochastic methods to biological problems. This edition contains a new chapter on stochastic differential equations that extends basic theory to multi
