TY - JOUR PY - 1980// TI - Statistical catastrophe theory: An overview JO - Mathematical modelling A1 - Cobb, L. A1 - Watson, Barry C. SP - 311 EP - 317 VL - 1 IS - 4 N2 - This paper is a summary of an address given to the Conference on Frontiers of Applied Geometry. A stochastic version of catastrophe theory is presented, using stochastic differential equations. We show that there is a nontrivial relationship between the potential functions of the deterministic models and the stationary probability density functions of the stochastic models. In the second part of the paper, we use maximum likelihood theory to derive estimators for the stationary densities, and we demonstrate how to test statistical hypotheses for these models.
LA - SN - 0270-0255 UR - http://dx.doi.org/10.1016/0270-0255(80)90041-X ID - ref1 ER -