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The effects of the delay time on the stability of a market model are investigated, by using a modified Heston model with a cubic nonlinearity and cross-correlated noise sources. These results indicate that: (i) There is an optimal delay time τo which maximally enhances the stability of the...
Persistent link: https://www.econbiz.de/10011057425
The resonance behaviors, such as coherence resonance and stochastic resonance, are studied in a delayed bistable system subject to correlated noises and a weak harmonic excitation. For weak noise intensities and small feedback gains, the analytic expressions of output spectrum and linear...
Persistent link: https://www.econbiz.de/10011058592
A time-delayed tumor cell growth model with correlated noises is investigated. In the condition of small delay time, the stationary probability distribution is derived and the stationary mean value (〈x〉st) and normalized varianceλ2 of the tumor cell population and state transition rate (κ)...
Persistent link: https://www.econbiz.de/10011062051
The effects of correlations between additive and multiplicative noises on the state variable correlation function of a bistable system driven by cross-correlated noises were studied. Applying an approximate Fokker–Planck equation to the system, the analytic expression for the state variable...
Persistent link: https://www.econbiz.de/10011063205