Invariant algebraic surfaces and hopf bifurcation of a finance model
Recently there are several works studying the finance model ẋ=z+x(y-a),ẏ=1-by-x2,ż=-x-cz, where a,b and c are positive parameters. The first objective of this paper is to show that this model exhibits one small-amplitude periodic solution emerging from a Hopf bifurcation at the equilibrium point (0,...
| Autores: | , , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2018 |
| País: | España |
| Institución: | Universitat Autònoma de Barcelona |
| Repositorio: | Dipòsit Digital de Documents de la UAB |
| Idioma: | inglés |
| OAI Identifier: | oai:ddd.uab.cat:221360 |
| Acceso en línea: | https://ddd.uab.cat/record/221360 https://dx.doi.org/urn:doi:10.1142/S021812741850150X |
| Access Level: | acceso abierto |
| Palabra clave: | Darboux integrability Hopf bifurcation Averaging theory Invariant algebraic surface Lyapunov constant |
| Sumario: | Recently there are several works studying the finance model ẋ=z+x(y-a),ẏ=1-by-x2,ż=-x-cz, where a,b and c are positive parameters. The first objective of this paper is to show that this model exhibits one small-amplitude periodic solution emerging from a Hopf bifurcation at the equilibrium point (0, 1/b, 0) and in the second one we show that this system does not have invariant algebraic surfaces for any value of the parameters. |
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