First-passage failure of a business cycle model under time-delayed feedback control and wide-band ra

来源 :The Third International Conference on Dynamics,Vibration and | 被引量 : 0次 | 上传用户：hillyblue

【摘要】

：

【作者】

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Jiaorui Li C.S.Feng

【机构】

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School of Statistics,Xi'an University of Finance & Economics,Xi'an 710061,PR China

【出处】

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The Third International Conference on Dynamics,Vibration and

【发表日期】

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2010年4期

【关键词】

：

business cycle model noise time-delayed feedback First-passage failure

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　　First-passage failure of a classical business cycle model subject to time-delayed feedback control and wide-band random excitation is investigated in this paper.Firstly.we get the averaged equation by using stochastic averaging method, and then a backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established.

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First-passage failure of a business cycle model under time-delayed feedback control and wide-band ra

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