4-Dimensional Canards with Brownian Motion
Generally speaking, it is impossible to analyze slow-fast system with Brownian motion. If it becomes possible to do using a new approach, we can evaluate the rigidity of the original system. What kind of the behavior of such a system we have? Using non-standard analysis, on a“hyper finite time line”...
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| Autores principales: | , |
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| Formato: | Capítulo de libro |
| Lenguaje: | inglés |
| Publicado: |
IntechOpen
2022
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| Materias: | |
| Acceso en línea: | https://www.intechopen.com/chapters/80455 |
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| Sumario: | Generally speaking, it is impossible to analyze slow-fast system with Brownian motion. If it becomes possible to do using a new approach, we can evaluate the rigidity of the original system. What kind of the behavior of such a system we have? Using non-standard analysis, on a“hyper finite time line” by Anderson, the Brownian motions are described by step functions. Then, the original differential equations are described by the difference equations due to using non-standard analysis. When constructing the difference equations, the corresponding measure is extended topologically. Because the interval of the difference is according to the hyper finite time line, the topological space is well defined. In this paper, we propose a two-region economic model with Brownian motions. This concrete example gives us new results. |
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| ISBN: | 978-1-80355-093-0 |
| DOI: | 10.5772/intechopen.102151 |