The book uses the YUIMA package to implement the latest techniques available in the literature of inference for stochastic processes. It contains both theory and code with step-by-step examples and figures.
The YUIMA package, already available on CRAN, can be freely installed clicking here and this companion book will make the user able to start his or her analysis from the first page.
The book explains briefly the underlying theory for simulation and inference of several classes of stochastic processes and then presents both simulation experiments and applications to real data. Although these processes have been originally proposed in physics and more recently in finance, they are becoming popular also in biology due to the fact the time course experimental data are now available. You can find further information about this book here.