Convergence of numerical solutions for a class of stochastic age-dependent capital system with fractional Brownian motion (Q4632685): Difference between revisions

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scientific article; zbMATH DE number 7049307

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English	Convergence of numerical solutions for a class of stochastic age-dependent capital system with fractional Brownian motion	scientific article; zbMATH DE number 7049307

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instance of

scholarly article

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title

Convergence of numerical solutions for a class of stochastic age-dependent capital system with fractional Brownian motion (English)

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The Journal of Nonlinear Sciences and Applications

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publication date

30 April 2019

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zbMATH Keywords

stochastic age-dependent capital system

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numerical solution

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Euler approximation

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fractional Brownian motion

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describes a project that uses

SimEstFBM

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.22436/jnsa.010.09.04

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cites work

Convergence analysis of semi-implicit Euler methods for solving stochastic age-dependent capital system with variable delays and random jump magnitudes

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Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise

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Anticipation effects of technological progress on capital accumulation: a vintage capital approach

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Capital accumulation under technological progress and learning: a vintage capital approach

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The optimal economic lifetime of vintage capital in the presence of operating costs, technological progress, and learning

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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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Higher-order implicit strong numerical schemes for stochastic differential equations

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Numerical analysis for stochastic age-dependent population equations with fractional Brownian motion

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

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Convergence of numerical solutions to stochastic age-structured population equations with diffusions and Markovian switching

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Exponential stability of numerical solutions to a stochastic age-structured population system with diffusion

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Numerical analysis for stochastic age-dependent population equations

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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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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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Identifiers

zbMATH Open document ID

1412.65008

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DOI

10.22436/jnsa.010.09.04

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4632685

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+https://doi.org/10.22436/jnsa.010.09.04
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@@ Property / OpenAlex ID: W2753391327 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence analysis of semi-implicit Euler methods for solving stochastic age-dependent capital system with variable delays and random jump magnitudes
+Normal rank
@@ Property / cites work @@
+Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
+Normal rank
@@ Property / cites work @@
+Anticipation effects of technological progress on capital accumulation: a vintage capital approach
+Normal rank
@@ Property / cites work @@
+Capital accumulation under technological progress and learning: a vintage capital approach
+Normal rank
@@ Property / cites work @@
+The optimal economic lifetime of vintage capital in the presence of operating costs, technological progress, and learning
+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 @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Numerical analysis for stochastic age-dependent population equations with fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Split-step \(\theta\)-methods for stochastic age-dependent population equations with Markovian switching
+Normal rank
@@ Property / cites work @@
+Convergence of numerical solutions to stochastic age-structured population equations with diffusions and Markovian switching
+Normal rank
@@ Property / cites work @@
+Exponential stability of numerical solutions to a stochastic age-structured population system with diffusion
+Normal rank
@@ Property / cites work @@
+Numerical analysis for stochastic age-dependent population equations
+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 @@
+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