Ergodicity and bifurcations for stochastic logistic equation with non-Gaussian Lévy noise
Author
Abstract
Suggested Citation
DOI: 10.1016/j.amc.2018.01.054
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Perc, Matjaz, 2007. "Flights towards defection in economic transactions," Economics Letters, Elsevier, vol. 97(1), pages 58-63, October.
- Bhattacharya,Rabi & Majumdar,Mukul, 2007. "Random Dynamical Systems," Cambridge Books, Cambridge University Press, number 9780521825658, September.
- Mao, Xuerong & Marion, Glenn & Renshaw, Eric, 2002. "Environmental Brownian noise suppresses explosions in population dynamics," Stochastic Processes and their Applications, Elsevier, vol. 97(1), pages 95-110, January.
- Bhattacharya,Rabi & Majumdar,Mukul, 2007. "Random Dynamical Systems," Cambridge Books, Cambridge University Press, number 9780521532723, September.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Kelty-Stephen, Damian G. & Mangalam, Madhur, 2022. "Fractal and multifractal descriptors restore ergodicity broken by non-Gaussianity in time series," Chaos, Solitons & Fractals, Elsevier, vol. 163(C).
- Huang, Zaitang & Li, Qi & Cao, Junfei, 2021. "Dynamics in a stochastic diffusive plant-herbivore system," Chaos, Solitons & Fractals, Elsevier, vol. 151(C).
- Yang, Yanling & Wang, Qiubao, 2023. "Capture of stochastic P-bifurcation in a delayed mechanical centrifugal governor," Chaos, Solitons & Fractals, Elsevier, vol. 174(C).
- Xuege Wang & Fengqin Yan & Yinwei Zeng & Ming Chen & Bin He & Lu Kang & Fenzhen Su, 2021. "Ecosystem Services Changes on Farmland in Response to Urbanization in the Guangdong–Hong Kong–Macao Greater Bay Area of China," Land, MDPI, vol. 10(5), pages 1-16, May.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- John Stachurski, 2009. "Economic Dynamics: Theory and Computation," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262012774, April.
- John Stachurski, 2019. "Firm Entry and Exit with Unbounded Productivity Growth," Papers 1910.14023, arXiv.org, revised Feb 2024.
- Colasante, Annarita & Palestrini, Antonio & Russo, Alberto & Gallegati, Mauro, 2017. "Adaptive expectations versus rational expectations: Evidence from the lab," International Journal of Forecasting, Elsevier, vol. 33(4), pages 988-1006.
- Anna Jaśkiewicz & Andrzej Nowak, 2011. "Stochastic Games with Unbounded Payoffs: Applications to Robust Control in Economics," Dynamic Games and Applications, Springer, vol. 1(2), pages 253-279, June.
- YANO Makoto & FURUKAWA Yuichi, 2019. "Two-dimensional Constrained Chaos and Time in Innovation: An analysis of industrial revolution cycles," Discussion papers 19008, Research Institute of Economy, Trade and Industry (RIETI).
- Cai, Yiyong & Kamihigashi, Takashi & Stachurski, John, 2014.
"Stochastic optimal growth with risky labor supply,"
Journal of Mathematical Economics, Elsevier, vol. 50(C), pages 167-176.
- Yiyong Cai & Takashi Kamihigashi & John Stachurski, 2012. "Stochastic Optimal Growth with Risky Labor Supply," ANU Working Papers in Economics and Econometrics 2012-585, Australian National University, College of Business and Economics, School of Economics.
- Yiyong CAI & Takashi Kamihigashi & John Stachurski, 2013. "Stochastic Optimal Growth with Risky Labor Supply," Discussion Paper Series DP2013-23, Research Institute for Economics & Business Administration, Kobe University.
- Yiyong Cai & Takashi Kamihigashi & John Stachurski, 2012. "Stochastic Optimal Growth with Risky Labor Supply," Discussion Paper Series DP2012-24, Research Institute for Economics & Business Administration, Kobe University.
- Majumdar, Mukul, 2009. "Equilibrium and optimality: Some imprints of David Gale," Games and Economic Behavior, Elsevier, vol. 66(2), pages 607-626, July.
- George Judge, 2018. "Micro-Macro Connected Stochastic Dynamic Economic Behavior Systems," Econometrics, MDPI, vol. 6(4), pages 1-14, December.
- Takashi Kamihigashi & John Stachurski, 2014. "Stability Analysis for Random Dynamical Systems in Economics," Discussion Paper Series DP2014-35, Research Institute for Economics & Business Administration, Kobe University.
- Rabi Bhattacharya & Mukul Majumdar, 2021. "Equity and Sustainability: An Exposition," Studies in Microeconomics, , vol. 9(1), pages 92-104, June.
- Çisem Bektur, 2013. "Performance of investment strategies in the absence of correct beliefs," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 36(1), pages 23-37, May.
- Thomas, Jonathan P. & Worrall, Tim, 2018.
"Dynamic relational contracts under complete information,"
Journal of Economic Theory, Elsevier, vol. 175(C), pages 624-651.
- Thomas, Jonathan P. & Worrall, Tim, 2014. "Dynamic Relational Contracts under Complete Information," SIRE Discussion Papers 2015-47, Scottish Institute for Research in Economics (SIRE).
- Jonathan Thomas & Tim Worrall, 2014. "Dynamic Relational Contracts under Complete Information," Edinburgh School of Economics Discussion Paper Series 253, Edinburgh School of Economics, University of Edinburgh.
- Bottazzi, Giulio & Dindo, Pietro, 2022. "Drift criteria for persistence of discrete stochastic processes on the line," Journal of Mathematical Economics, Elsevier, vol. 101(C).
- Bishnu, Monisankar, 2010. "Essays on optimal allocation of resources by governments," ISU General Staff Papers 201001010800002441, Iowa State University, Department of Economics.
- Fishman, Ram & B Krishnamurthy, Chandra Kiran, 2021. "An ecological golden rule," Resource and Energy Economics, Elsevier, vol. 64(C).
- Antonio Palestrini, 2015. "Firm Size Distribution and the Survival Bias," Economics Bulletin, AccessEcon, vol. 35(3), pages 1630-1637.
- Thomas, Jonathan P. & Worrall, Tim, 2014. "Dynamic Relational Contracts under Complete Information," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN 2015-47, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Kamihigashi, Takashi & Stachurski, John, 2012.
"An order-theoretic mixing condition for monotone Markov chains,"
Statistics & Probability Letters, Elsevier, vol. 82(2), pages 262-267.
- Takashi Kamihigashi & John Stachurski, 2011. "An Order-Theoretic Mixing Condition for Monotone Markov Chains," Discussion Paper Series DP2011-24, Research Institute for Economics & Business Administration, Kobe University, revised Sep 2011.
- Takashi Kamihigashi & John Stachurski, 2011. "An Order-Theoretic Mixing Condition for Monotone Markov Chains," ANU Working Papers in Economics and Econometrics 2011-559, Australian National University, College of Business and Economics, School of Economics.
- Anna Jaśkiewicz & Janusz Matkowski & Andrzej Nowak, 2014.
"On variable discounting in dynamic programming: applications to resource extraction and other economic models,"
Annals of Operations Research, Springer, vol. 220(1), pages 263-278, September.
- Jaśkiewicz, Anna & Matkowski, Janusz & Nowak, Andrzej S., 2011. "On Variable Discounting in Dynamic Programming: Applications to Resource Extraction and Other Economic Models," MPRA Paper 31069, University Library of Munich, Germany, revised 24 May 2011.
- Tomohiro Uchiyama, 2023. "Odd period cycles and ergodic properties in price dynamics for an exchange economy," Papers 2309.09176, arXiv.org, revised Apr 2024.
More about this item
Keywords
Invariant measures; Stochastic bifurcation; Discontinuous cocycles; Multiplicative ergodic theorem; Lévy noise;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:apmaco:v:330:y:2018:i:c:p:1-10. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/applied-mathematics-and-computation .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.