STABILITY ANALYSIS WITH APPLICATIONS OF A TWO-DIMENSIONAL DYNAMICAL SYSTEM ARISING FROM A STOCHASTIC MODEL FOR AN ASSET MARKET

DOI10.1142/S0219493711003462zbMath1223.91023arXiv0909.4815MaRDI QIDQ3094465

Vladimir Belitsky, Fernando Pigeard de Almeida Prado, Antonio Luiz Pereira

Publication date: 25 October 2011

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0909.4815

zbMATH Keywords

stabilityattractorsperiodic orbitstwo-dimensional dynamical systemomega-limita single risky asset market modelconvergence and oscillation of market asset price and demandheterogeneous interacting agent model

Mathematics Subject Classification ID

Related Items (1)

Cycles of cooperation and free-riding in social systems

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