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01-Applied Mathematics & Information Sciences
An International Journal
               
 
 
 
 
 
 
 
 
 
 
 

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Volumes > Volume 9 > No. 3

 
   

Hopf Bifurcations in a Delayed Microscopic Model of Credit Risk Contagion

PP: 1493-1497
Author(s)
Carlo Bianca, Luca Guerrini,
Abstract
This paper is concerned with the proof of the existence of Hopf bifurcations in a mathematical model recently proposed in [T. Chen, X. Li, and J. He, Abstract and Applied Analysis 2014, 456764 (2014)] for understanding the complex stochastic dynamics phenomena of credit risk contagion in the financial market. Specifically the model consists in an ordinary differential equation with time-delay. Moreover, by using the normal form theory and center manifold argument, the stability, direction, and period of bifurcating periodic solutions are gained.

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