|
Conference publicationsAbstractsXX conferenceAnalysis of dynamical stochastic model «investments-savings»620083, Yekaterinburg, Lenina av., 51, Institute of Mathematics and Computer Science, Department of Mathematical Physics, 1 pp. (accepted)Recently, in the study the nonequilibrium phenomena, new effects of organizing role of noise (noise-induced transitions) were found. Similar phenomena are observed now in various fields of knowledge, including an economic science. Presented work deals with the investigation of the stochastic Kaldor’s model, which describes dynamics of the generation of business cycles in terms of «investments-savings» functions. In this work, the full analysis is carried out and parametrical zones of stability of equilibrium and existence of a limit cycle for the deterministic model have been constructed. The stochastic sensitivity function technique is a natural probabilistic measure that characterizes a response of a stochastic attractor to small noise. In our work, the research of stochastic attractors of the model of business cycles named "investment-savings" has been done on the base of this technique. A comparative analysis of the influence of additive and parametrical noises has been performed. It is shown that the parametrical noise generates a new regime, which is impossible in the deterministic case. The description of this phenomenon is presented as qualitative changes of a shape of the probability density function from one-peak shape to two-peaks.
|
