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An Introduction to Stochastic Processes with Applications to Biology


By: Linda JS Allen

490 pages, 80 black & white illustrations, 22 black & white tables

CRC Press

Hardback | Dec 2010 | Edition: 2 | #189315 | ISBN-13: 9781439818824
Availability: Usually dispatched within 6 days Details
NHBS Price: £50.99 $67/€58 approx

About this book

The second edition of a bestseller, this textbook delineates stochastic processes, emphasizing applications in biology. It includes MATLAB throughout the book to help with the solutions of various problems. The book is organized according to the three types of stochastic processes: discrete time Markov chains, continuous time Markov chains and continuous time and state Markov processes. It contains a new chapter on the biological applications of stochastic differential equations and new sections on alternative methods for derivation of a stochastic differential equation, data and parameter estimation, Monte Carlo simulation, and more.


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.

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Texas Tech University, Lubbock, USA

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