The Goodwin dynamical model under the random external disturbances is considered. A full parametrical analysis for equlibria and cycles of deterministic model is developed. We study probabilistic properties of stochastic attractors using stochastic sensitivity functions technique and numerical methods. A phenomenon of the generation of stochastic business cycles in the zones of stable equilibria is discussed.
Translated title of the contributionMathematical modeling of stochastic equilibria and business cycles of Goodwin model
Original languageRussian
Pages (from-to)107-118
Number of pages12
JournalКомпьютерные исследования и моделирование
Volume5
Issue number1
Publication statusPublished - 2013

    Level of Research Output

  • VAK List

    GRNTI

  • 27.00.00 MATHEMATICS

ID: 7831163