On the global asymptotic stability and oscillation of solutions in a stochastic business cycle model
From MaRDI portal
Publication:2964236
DOI10.1080/10236198.2016.1231182zbMath1390.39035MaRDI QIDQ2964236
Lili Qian, Guoting Chen, Guifeng Deng
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
60G50: Sums of independent random variables; random walks
91B70: Stochastic models in economics
60F15: Strong limit theorems
91B64: Macroeconomic theory (monetary models, models of taxation)
60B10: Convergence of probability measures
39A50: Stochastic difference equations
39A21: Oscillation theory for difference equations
Cites Work
- On the oscillation of solutions for a class of second-order nonlinear stochastic difference equations
- On stochastic stabilization of difference equations
- 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
- Non-positivity and oscillations of solutions of nonlinear stochastic difference equations with state-dependent noise
- Iterated Logarithm laws for weighted averages
- 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.
- A Business Cycle Model with Organized Labor Considered
- Stochastic Models of Economic Fluctuations