Bifurcations in a Stochastic Business Cycle Model
نویسندگان
چکیده
We introduce a stochastic business cycle model and study the underlying stochastic Hopf bifurcations with respect to probability densities at different parameter values. Our analysis is based on the calculate of the largest Lyapunov exponent via multiplicative ergodic theorem and the theory of boundary analysis for quasi-non-integrable Hamiltonian systems. Some numerical simulations of the model are performed.
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عنوان ژورنال:
- I. J. Bifurcation and Chaos
دوره 20 شماره
صفحات -
تاریخ انتشار 2010