Critical Transitions in financial models : bifurcation- and noise-induced phenomena
A so-called Critical Transition occurs when a small change in the input of a system leads to a large and rapid response. One class of Critical Transitions can be related to the phenomenon known in the theory of dynamical systems as a bifurcation, where a small parameter perturbation leads to a chang...
Main Author: | |
---|---|
Other Authors: | |
Published: |
University of Exeter
2019
|
Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.768600 |