Analysis of dynamic regimes in stochastically forced Kaldor model / Bashkirtseva Irina,Ryazanova Tatyana,Ryashko Lev // CHAOS SOLITONS \& FRACTALS. - 2015. - V. 79, l. . - P. 96-104.

ISSN/EISSN:
0960-0779 / 1873-2887
Type:
Article; Proceedings Paper
Abstract:
We consider the business cycle Kaldor model forced by random noise. Detailed parametric analysis of deterministic system is carried out and zones of coexisting stable equilibrium and stable limit cycle are found. Noise-induced transitions between these attractors are studied using stochastic sensitivity function technique and confidence domains method. Critical values of noise intensity corresponding to noise-induced transitions ``equilibrium cycle{''} and ``cycle -> equilibrium{''} are estimated. Dominants in combined stochastic regimes are discussed. (C) 2015 Elsevier Ltd. All rights reserved.
Author keywords:
EXISTENCE; CYCLE; CHAOS
DOI:
10.1016/j.chaos.2015.02.019
Web of Science ID:
ISI:000361618600009
Соавторы в МНС:
Другие поля
Поле Значение
Month OCT
Note Workshop on Dynamic Models in Economics and Finance (MDEF), Univ Urbino, Dept Econ, Soc, Polit, Urbino, ITALY, SEP 18-20, 2014
Organization Assoc Matematica Applicata Sci Economiche \& Sociali; Chuo Univ, Grad Econ; Japan Soc Promot Sci
Publisher PERGAMON-ELSEVIER SCIENCE LTD
Address THE BOULEVARD, LANGFORD LANE, KIDLINGTON, OXFORD OX5 1GB, ENGLAND
Language English
EISSN 1873-2887
Keywords-Plus EXISTENCE; CYCLE; CHAOS
Research-Areas Mathematics; Physics
Web-of-Science-Categories Mathematics, Interdisciplinary Applications; Physics, Multidisciplinary; Physics, Mathematical
Author-Email irina.bashkirtseva@urfu.ru tatyana.ryazanova@urfu.ru lev.ryashko@urfu.ru
ResearcherID-Numbers Ryazanova, Tatyana/P-2782-2015
Funding-Acknowledgement Ural Federal University development program; RFBR {[}14-01-00181]
Funding-Text This work was partially supported by the Ural Federal University development program with the financial support of young scientists, and by RFBR (14-01-00181).
Number-of-Cited-References 23
Usage-Count-Last-180-days 2
Usage-Count-Since-2013 14
Journal-ISO Chaos Solitons Fractals
Doc-Delivery-Number CR8QK