BIFURCATIONS IN A STOCHASTIC BUSINESS CYCLE MODEL

DOI10.1142/S0218127410028227zbMath1208.91097MaRDI QIDQ3086301

Yingfei Yi, Dong-Wei Huang, Hong-li Wang

Publication date: 30 March 2011

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

zbMATH Keywords

Hamiltonian function; Lyapunov exponent; stochastic Hopf bifurcation; stochastic business cycle

Mathematics Subject Classification ID

91B70: Stochastic models in economics

34C23: Bifurcation theory for ordinary differential equations

91B55: Economic dynamics

Related Items

STOCHASTIC HOPF BIFURCATION OF QUASI-INTEGRABLE HAMILTONIAN SYSTEMS WITH FRACTIONAL DERIVATIVE DAMPING, Analysis of dynamic regimes in stochastically forced Kaldor model

Cites Work

• Hopf bifurcation of the stochastic model on HAB nonlinear stochastic dynamics
• Stochastic Hopf bifurcation of quasi-nonintegrable-Hamiltonian systems
• Modelling algal densities in harmful algal blooms (HAB) with stochastic dynamics
• Chaos in business cycles
• Periodic and chaotic dynamics in an asymmetric elastoplastic oscillator.
• A business cycle model with cubic nonlinearity
• Soliton solution of some nonlinear partial differential equations and its applications in fluid mechanics
• Attractor merging crisis in chaotic business cycles
• Crises, sudden changes in chaotic attractors, and transient chaos