Darboux integrability of a nonlinear financial system

DOI10.1016/J.AMC.2011.08.069MaRDI QIDQ426343zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cites work

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

Cited in

(6)

• Differential Galois integrability obstructions for nonlinear three-dimensional differential systems
• Darboux integrability of the stretch-twist-fold flow
• Complex dynamics in the segmented disc dynamo
• Canonical form of a nonlinear monetary system
• Integrability analysis of chaotic and hyperchaotic finance systems
• Bifurcation analysis and integrability in the segmented disc dynamo with mechanical friction

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