Search Results - subject:"Stochastic sensitivity function"

Stochastic sensitivity of bull and bear states

Jungeilges, Jochen A.; Maklakova, Elena; Perevalova, Tatyana - In: Journal of economic interaction and coordination 17 (2022) 1, pp. 165-190

Persistent link: https://www.econbiz.de/10013171505

On the stochastic sensitivity and noise-induced transitions of a Kaldor-type business cycle model

Bashkirtseva, Irina; Radi, Davide; Ryashko, Lev; … - In: Computational economics 51 (2018) 3, pp. 699-718

Persistent link: https://www.econbiz.de/10011963732

Stochastic sensitivity analysis of noise-induced intermittency and transition to chaos in one-dimensional discrete-time systems

Bashkirtseva, Irina; Ryashko, Lev - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 2, pp. 295-306

We study a phenomenon of noise-induced intermittency for the stochastically forced one-dimensional discrete-time system near tangent bifurcation. In a subcritical zone, where the deterministic system has a single stable equilibrium, even small noises generate large-amplitude chaotic oscillations...

Persistent link: https://www.econbiz.de/10010589509

Stochastic sensitivity of 3D-cycles

Bashkirtseva, I.A.; Ryashko, L.B. - In: Mathematics and Computers in Simulation (MATCOM) 66 (2004) 1, pp. 55-67

of this bundle near cycle based on stochastic sensitivity function (SSF) is suggested. The SSF is a covariance matrix for …

Persistent link: https://www.econbiz.de/10010749447