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

DOI10.1080/10236198.2016.1231182MaRDI QIDQ2964236zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

almost sure oscillationbusiness cyclestabilitystochastic difference equation

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(5)

• Stochastic stability and bifurcation in a macroeconomic model
• Stability of business cycle model with a Gauss colored noise excitation
• scientific article; zbMATH DE number 6746172 (Why is no real title available?)
• Including stochastics in prediction-based control of difference systems: stabilizing and destabilizing by noise
• Global stabilization of the planar Ricker system with noisy PBC

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