Abstract
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 calculation of the largest Lyapunov exponent via multiplicative ergodic theorem and the theory of boundary analysis for quasi-nonintegrable Hamiltonian systems. Some numerical simulations of the model are performed.
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Schedule a callMore From: International Journal of Bifurcation and Chaos [In Applied Sciences and Engineering]
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