Darboux integrability of a nonlinear financial system

DOI10.1016/J.AMC.2011.08.069zbMATH Open1248.34071OpenAlexW1996247585MaRDI QIDQ426343FDOQ426343

Claudia Valls

Publication date: 11 June 2012

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2011.08.069

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zbMATH Keywords

Darboux integrabilityinvariant algebraic surfacesDarboux first integralsexponential factorsnonlinear finance system

Mathematics Subject Classification ID

Qualitative investigation and simulation of ordinary differential equation models (34C60) Portfolio theory (91G10) Explicit solutions, first integrals of ordinary differential equations (34A05) Invariant manifolds for ordinary differential equations (34C45)

Cites Work

• Study on the bifurcation topological structure and the global complicated character of a kind of nonlinear finance system. I
• Study on the bifurcation topological structure and the global complicated character of a kind of nonlinear finance system. II.
• Chaotic attractors, chaotic saddles, and fractal basin boundaries: Goodwin's nonlinear accelerator model reconsidered
• Attractor merging crisis in chaotic business cycles
• Chaotic business cycles and fiscal policy: An IS-LM model with distributed tax collection lags
• A dynamic IS-LM model with delayed taxation revenues
• Complex economic dynamics: Chaotic saddle, crisis and intermittency
• A Nonlinear Dynamic Model of Short Run Fluctuations
• Multiplicity of invariant algebraic curves in polynomial vector fields
• Lie theory: Applications to problems in mathematical finance and economics
• Rational integrability of a nonlinear finance system
• Stochastic differential equations in finance

Cited In (4)

• Complex dynamics in the segmented disc dynamo
• Bifurcation analysis and integrability in the segmented disc dynamo with mechanical friction
• Differential Galois integrability obstructions for nonlinear three-dimensional differential systems
• Darboux integrability of the stretch-twist-fold flow

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