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Stochastic modelling

About: Stochastic modelling is a research topic. Over the lifetime, 17244 publications have been published within this topic receiving 465363 citations.


Papers
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Book
01 Jan 1979
TL;DR: An electromagnetic pulse counter having successively operable, contact-operating armatures that are movable to a rest position, an intermediate position and an active position between the main pole and the secondary pole of a magnetic circuit.
Abstract: An electromagnetic pulse counter having successively operable, contact-operating armatures. The armatures are movable to a rest position, an intermediate position and an active position between the main pole and the secondary pole of a magnetic circuit.

4,897 citations

Book
17 Jan 2012

3,718 citations

Book
01 Jan 2001
TL;DR: In this article, the age-classified matrix model was used to analyze the life-cycle graph sensitivity analysis and evolutionary demography statistical inference time-varying and stochastic models.
Abstract: The age-classified matrix model stage-classified life cycles stage-classified matrix models analysis of the life-cycle graph sensitivity analysis and evolutionary demography statistical inference time-varying and stochastic models density-dependent models two-sex models.

3,491 citations

Book
01 Jan 1989
TL;DR: In this article, a deterministic model of optimal growth is proposed, and a stochastic model is proposed for optimal growth with linear utility and linear systems and linear approximations.
Abstract: I. THE RECURSIVE APPROACH 1. Introduction 2. An Overview 2.1 A Deterministic Model of Optimal Growth 2.2 A Stochastic Model of Optimal Growth 2.3 Competitive Equilibrium Growth 2.4 Conclusions and Plans II. DETERMINISTIC MODELS 3. Mathematical Preliminaries 3.1 Metric Spaces and Normed Vector Spaces 3.2 The Contraction Mapping Theorem 3.3 The Theorem of the Maximum 4. Dynamic Programming under Certainty 4.1 The Principle of Optimality 4.2 Bounded Returns 4.3 Constant Returns to Scale 4.4 Unbounded Returns 4.5 Euler Equations 5. Applications of Dynamic Programming under Certainty 5.1 The One-Sector Model of Optimal Growth 5.2 A "Cake-Eating" Problem 5.3 Optimal Growth with Linear Utility 5.4 Growth with Technical Progress 5.5 A Tree-Cutting Problem 5.6 Learning by Doing 5.7 Human Capital Accumulation 5.8 Growth with Human Capital 5.9 Investment with Convex Costs 5.10 Investment with Constant Returns 5.11 Recursive Preferences 5.12 Theory of the Consumer with Recursive Preferences 5.13 A Pareto Problem with Recursive Preferences 5.14 An (s, S) Inventory Problem 5.15 The Inventory Problem in Continuous Time 5.16 A Seller with Unknown Demand 5.17 A Consumption-Savings Problem 6. Deterministic Dynamics 6.1 One-Dimensional Examples 6.2 Global Stability: Liapounov Functions 6.3 Linear Systems and Linear Approximations 6.4 Euler Equations 6.5 Applications III. STOCHASTIC MODELS 7. Measure Theory and Integration 7.1 Measurable Spaces 7.2 Measures 7.3 Measurable Functions 7.4 Integration 7.5 Product Spaces 7.6 The Monotone Class Lemma

2,991 citations

Journal ArticleDOI
TL;DR: In this paper, a general stochastic model of a frictionless security market with continuous trading is developed, where the vector price process is given by a semimartingale of a certain class, and the general Stochastic integral is used to represent capital gains.

2,851 citations


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Performance
Metrics
No. of papers in the topic in previous years
YearPapers
2023115
2022289
2021617
2020641
2019669
2018647