Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with Poisson jumps and fractional Brownian motion (Q1713802): Difference between revisions

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English	Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with Poisson jumps and fractional Brownian motion	scientific article

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scholarly article

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title

Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with Poisson jumps and fractional Brownian motion (English)

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Advances in Difference Equations

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publication date

30 January 2019

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zbMATH Keywords

stochastic age-dependent capital system

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Poisson jumps

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fractional Brownian motion

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split-step \(\theta\)-method

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strong convergence

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1186/s13662-018-1828-z

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cites work

Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps

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Convergence of numerical solutions for a class of stochastic age-dependent capital system with random jump magnitudes

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Strong convergence of split-step backward Euler method for stochastic age-dependent capital system with Markovian switching

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Generalized BSDEs driven by fractional Brownian motion

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On a stochastic heat equation with first order fractional noises and applications to finance

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Mean-square dissipative methods for stochastic age-dependent capital system with fractional Brownian motion and jumps

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Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations

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\(T\)-stability of the split-step \(\theta\)-methods for linear stochastic delay integro-differential equations

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The split-step \(\theta \)-methods for stochastic delay Hopfield neural networks

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Split-step \(\theta\)-methods for stochastic age-dependent population equations with Markovian switching

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Split-step \({\theta}\)-method for stochastic delay differential equations

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Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations

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On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations

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Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Poisson jumps

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Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations

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The improved split-step backward Euler method for stochastic differential delay equations

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Construction of positivity preserving numerical method for stochastic age-dependent population equations

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Absolute stability analysis in cellular neural networks with variable delays and unbounded delay

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Q4051163

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Identifiers

zbMATH Open document ID

1448.65011

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DOI

10.1186/s13662-018-1828-z

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1713802

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+Normal rank
@@ Property / cites work @@
+Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps
+Normal rank
@@ Property / cites work @@
+Convergence of numerical solutions for a class of stochastic age-dependent capital system with random jump magnitudes
+Normal rank
@@ Property / cites work @@
+Strong convergence of split-step backward Euler method for stochastic age-dependent capital system with Markovian switching
+Normal rank
@@ Property / cites work @@
+Generalized BSDEs driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+On a stochastic heat equation with first order fractional noises and applications to finance
+Normal rank
@@ Property / cites work @@
+Mean-square dissipative methods for stochastic age-dependent capital system with fractional Brownian motion and jumps
+Normal rank
@@ Property / cites work @@
+Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+\(T\)-stability of the split-step \(\theta\)-methods for linear stochastic delay integro-differential equations
+Normal rank
@@ Property / cites work @@
+The split-step \(\theta \)-methods for stochastic delay Hopfield neural networks
+Normal rank
@@ Property / cites work @@
+Split-step \(\theta\)-methods for stochastic age-dependent population equations with Markovian switching
+Normal rank
@@ Property / cites work @@
+Split-step \({\theta}\)-method for stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Poisson jumps
+Normal rank
@@ Property / cites work @@
+Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+The improved split-step backward Euler method for stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+Construction of positivity preserving numerical method for stochastic age-dependent population equations
+Normal rank
@@ Property / cites work @@
+Absolute stability analysis in cellular neural networks with variable delays and unbounded delay
+Normal rank
@@ Property / cites work @@
+Q4051163
@@ Property / cites work: Q4051163 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1713802