## System Control and Rough Paths

*Terry Lyons and Zhongmin Qian*

- Published in print:
- 2002
- Published Online:
- September 2007
- ISBN:
- 9780198506485
- eISBN:
- 9780191709395
- Item type:
- book

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198506485.001.0001
- Subject:
- Mathematics, Probability / Statistics

Systems evolve and interact, and when they do this in a continuous way, differential equations can be used to provide accurate mathematical models for the interaction or reaction of the controlled ... More

## Numerical Methods for Structured Markov Chains

*Dario A. Bini, Guy Latouche, and Beatrice Meini*

- Published in print:
- 2005
- Published Online:
- September 2007
- ISBN:
- 9780198527688
- eISBN:
- 9780191713286
- Item type:
- book

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198527688.001.0001
- Subject:
- Mathematics, Numerical Analysis

The book deals with the numerical solution of structured Markov chains which include M/G/1 and G/M/1-type Markov chains, QBD processes, non-skip-free queues, and tree-like stochastic processes and ... More

## Random Geometric Graphs

*Mathew Penrose*

- Published in print:
- 2003
- Published Online:
- September 2007
- ISBN:
- 9780198506263
- eISBN:
- 9780191707858
- Item type:
- book

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198506263.001.0001
- Subject:
- Mathematics, Probability / Statistics

This book sets out a body of rigorous mathematical theory for finite graphs with nodes placed randomly in Euclidean d-space according to a common probability density, and edges added to connect ... More

## Stochastic Methods in Neuroscience

*Carlo Laing and Gabriel J Lord (eds)*

- Published in print:
- 2009
- Published Online:
- February 2010
- ISBN:
- 9780199235070
- eISBN:
- 9780191715778
- Item type:
- book

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199235070.001.0001
- Subject:
- Mathematics, Biostatistics

We give a brief introduction to modelling in mathematical neuroscience, to stochastic processes, and stochastic differential equations as well as an overview of the book.

## New Perspectives in Stochastic Geometry

*Wilfrid S. Kendall and Ilya Molchanov (eds)*

- Published in print:
- 2009
- Published Online:
- February 2010
- ISBN:
- 9780199232574
- eISBN:
- 9780191716393
- Item type:
- book

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199232574.001.0001
- Subject:
- Mathematics, Geometry / Topology

Stochastic geometry is a subject with roots stretching back at least 300 years, but one which has only been formed as an academic area in the last 50 years. It covers the study of random patterns, ... More

## Computational Methods for the Study of Dynamic Economies

*Ramon Marimon and Andrew Scott (eds)*

- Published in print:
- 2001
- Published Online:
- November 2003
- ISBN:
- 9780199248278
- eISBN:
- 9780191596605
- Item type:
- book

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/0199248273.001.0001
- Subject:
- Economics and Finance, Macro- and Monetary Economics

Macroeconomics increasingly uses stochastic dynamic general equilibrium models to understand theoretical and policy issues. Unless very strong assumptions are made, understanding the properties of ... More

## Introduction

*Anthony Garratt, Kevin Lee, M. Hashem Pesaran, and Yongcheol Shin*

### in Global and National Macroeconometric Modelling: A Long-Run Structural Approach

- Published in print:
- 2006
- Published Online:
- September 2006
- ISBN:
- 9780199296859
- eISBN:
- 9780191603853
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/0199296855.003.0001
- Subject:
- Economics and Finance, Econometrics

This chapter introduces the long-run structural approach to modelling. It makes brief comparisons with the key alternative approaches, namely large-scale simultaneous equation models, unrestricted ... More

## Probability forecasting: Concepts and analysis

*Anthony Garratt, Kevin Lee, M. Hashem Pesaran, and Yongcheol Shin*

### in Global and National Macroeconometric Modelling: A Long-Run Structural Approach

- Published in print:
- 2006
- Published Online:
- September 2006
- ISBN:
- 9780199296859
- eISBN:
- 9780191603853
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/0199296855.003.0007
- Subject:
- Economics and Finance, Econometrics

This chapter provides an introduction to the interpretation and estimation of probability forecasts, which is considered to be a particularly useful method for presenting forecasts and ... More

## Stochastic Modeling and Analysis

*Richard M. Murray*

### in Biomolecular Feedback Systems

- Published in print:
- 2014
- Published Online:
- October 2017
- ISBN:
- 9780691161532
- eISBN:
- 9781400850501
- Item type:
- chapter

- Publisher:
- Princeton University Press
- DOI:
- 10.23943/princeton/9780691161532.003.0004
- Subject:
- Biology, Biochemistry / Molecular Biology

This chapter explores stochastic behavior in biomolecular systems. It does so by first building on the preliminary discussion of stochastic modeling laid out in Chapter 2. The chapter reviews methods ... More

## Country default risk in emerging markets 1

*Jerome L. Stein*

### in Stochastic Optimal Control, International Finance, and Debt Crises

- Published in print:
- 2006
- Published Online:
- May 2006
- ISBN:
- 9780199280575
- eISBN:
- 9780191603501
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/0199280576.003.0007
- Subject:
- Economics and Finance, Financial Economics

Early Warning Signals of a default or debt crisis are derived by drawing upon the stochastic optimal control model of an optimal and excessive short-term debt developed in chapter 2. Operational ... More