Modeling of economic dynamics under stochastic noise · 2014-09-27 · Modeling of economic...
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Modeling of economic dynamics under stochastic noise: Tatyana Ryazanova with Jochen Jungeilges Urbino, Italy 2014 Confidence domains in the analysis of noise-induced transition for Goodwin model
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Modeling of economic dynamics
under stochastic noise:
Tatyana Ryazanova with
Jochen Jungeilges
Urbino, Italy
2014
Confidence domains in the analysis of
noise-induced transition for Goodwin model
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Stochastic Goodwin model
Confidence ellipse for
equilibrium
01.0,07.0
,9.00.2,,2
Confidence band for
limit cycle
1.007.0,9.0
0.2,,2
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Thank you for your attention!
We have demonstrated how the confidence domain
method is used to understand the qualitative changes in
stochastic dynamics and predict a critical value of the
noise intensity at which noise-induced transitions are
most likely to occur.
Conclusion