On the global asymptotic stability and oscillation of solutions in a stochastic business cycle model

被引：1

作者：

Deng, Guifeng ^{[1
]}

Chen, Guoting ^{[2
]}

Qian, Lili ^{[1
]}

机构：

[1] Shanghai Lixin Univ Accounting & Finance, Sch Stat & Math, Shanghai, Peoples R China

[2] Univ Lille 1, UFR Math, Villeneuve Dascq, France

来源：

JOURNAL OF DIFFERENCE EQUATIONS AND APPLICATIONS | 2016年 / 22卷 / 11期

基金：

中国国家自然科学基金;

关键词：

Stochastic difference equation; stability; almost sure oscillation; business cycle; DIFFERENCE-EQUATIONS; MACROECONOMICS;

D O I：

10.1080/10236198.2016.1231182

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We discuss a second order nonlinear stochastic difference equation which is constructed of a business cycle model with organized labor considered. A global asymptotic mean square stability criterion is obtained by Lyapunov function method. We also prove a theorem on the almost sure oscillation of the solutions for the difference equation with state-independent stochastic perturbations.

引用

页码：1609 / 1620

页数：12

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