On the global asymptotic stability and oscillation of solutions in a stochastic business cycle model

DOI10.1080/10236198.2016.1231182zbMATH Open1390.39035OpenAlexW2520342121MaRDI QIDQ2964236FDOQ2964236

Authors: Guifeng Deng, Guoting Chen, Lili Qian 

Publication date: 23 February 2017

Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10236198.2016.1231182

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zbMATH Keywords

stabilitystochastic difference equationbusiness cyclealmost sure oscillation

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Macroeconomic theory (monetary models, models of taxation) (91B64) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Stochastic models in economics (91B70) Oscillation theory for difference equations (39A21) Stochastic difference equations (39A50)

Cites Work

• Construction of Lyapunov functionals for stochastic hereditary systems: A survey of some recent results
• On the global attractivity and oscillations in a class of second-order difference equations from macroeconomics
• A class of nonlinear second order difference equations from macroeconomics
• Global Stability and Boundedness in
• Bifurcations in a second-order difference equation from macroeconomics†Supported by NSFC, TRAPOYT and MOE Research grants.
• On stochastic stabilization of difference equations
• Non-positivity and oscillations of solutions of nonlinear stochastic difference equations with state-dependent noise
• On the oscillation of solutions for a class of second-order nonlinear stochastic difference equations
• Iterated Logarithm laws for weighted averages
• Stochastic Models of Economic Fluctuations
• A Business Cycle Model with Organized Labor Considered

Cited In (4)

• Stochastic stability and bifurcation in a macroeconomic model
• Title not available (Why is that?)
• Stability of business cycle model with a Gauss colored noise excitation
• Including stochastics in prediction-based control of difference systems: stabilizing and destabilizing by noise

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