Complexity in the Stochastic Kaldor-Kalecki Model of Business Cyclewith Noise

[摘要] In the paper, the stochastic Kaldor-Kalecki model of business cycle with noise is investigated. By analyzing the Lyapunov exponent, invariant measure and singular boundary theory, some new criteria ensuring stochastic stability, P-bifurcation and pitchfork bifurcation for stochastic Kaldor-Kalecki model are obtained, respectively. Numerical simulation results are given to support the theoretical predictions.

[关键词] Stochastic bifurcation and stability;Lyapunov exponent;Invariant measure;Kaldor-Kalecki model