EXCITABILITY AND COMPLEX MIXED-MODE OSCILLATIONS IN STOCHASTIC BUSINESS CYCLE MODEL

Abstract

Stochastically forced business cycle model is considered. We study a phenomenon of the noise-induced generation of complex mixed-mode oscillations in zones where the deterministic model exhibits a single attractor (equilibrium or limit cycle). A probabilistic mechanism of the transition from unimodal oscillations to the intermittency of small- and large-amplitude stochastic oscillations is investigated on the base of the stochastic sensitivity functions technique. We show that such intermittency, connected with the nonuniformity of phase portrait, can be parametrically analyzed by the confidence domains method.