Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps (Q534217): Difference between revisions

This paper considers the strong convergence and stability properties of an implicit Euler scheme applied to a class of stochastic age-dependent capital systems with Poisson jumps. This theoretical analysis is supported by a simple numerical simulation.

0 references

reviewed by

Kevin Burrage

0 references

zbMATH Keywords

stochastic age-dependent capital system

0 references

Poisson jumps

0 references

numerical solution

0 references

Euler approximation

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.cam.2010.10.043

0 references

cites work

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

0 references

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

0 references

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

0 references

Timing of investment under technological and revenue-related uncertainties

0 references

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

0 references

Convergence of numerical solutions to stochastic age-structured population system with diffusion

0 references

Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching

0 references

Numerical solutions of stochastic differential delay equations under local Lipschitz condition

0 references

Existence, uniqueness and exponential stability for stochastic age-dependent population

0 references

Q4303533

0 references

Stability of solution to a class of investment system

0 references

Exponential stability of numerical solutions to SDDEs with Markovian switching

0 references

Identifiers

zbMATH Open document ID

1229.65030

0 references

DOI

10.1016/j.cam.2010.10.043

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:534217

@@ Property / author @@
-Qi-min Zhang
@@ Property / author: Qi-min Zhang / rank @@
-Normal rank
@@ Property / author @@
+Qi-min Zhang
@@ Property / author: Qi-min Zhang / rank @@
+Normal rank
@@ Property / review text @@
+This paper considers the strong convergence and stability properties of an implicit Euler scheme applied to a class of stochastic age-dependent capital systems with Poisson jumps. This theoretical analysis is supported by a simple numerical simulation.
+Normal rank
@@ Property / reviewed by @@
+Kevin Burrage
@@ Property / reviewed by: Kevin Burrage / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C30
@@ Property / Mathematics Subject Classification ID: 65C30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 60H05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H35
@@ Property / Mathematics Subject Classification ID: 60H35 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5895468
@@ Property / zbMATH DE Number: 5895468 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic age-dependent capital system
@@ Property / zbMATH Keywords: stochastic age-dependent capital system / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Poisson jumps
@@ Property / zbMATH Keywords: Poisson jumps / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+numerical solution
@@ Property / zbMATH Keywords: numerical solution / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Euler approximation
@@ Property / zbMATH Keywords: Euler approximation / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2010.10.043
+Normal rank
@@ Property / OpenAlex ID @@
+W2048834550
@@ Property / OpenAlex ID: W2048834550 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q112880402
@@ Property / Wikidata QID: Q112880402 / rank @@
+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 @@
+Timing of investment under technological and revenue-related uncertainties
+Normal rank
@@ Property / cites work @@
+Exponential stability of numerical solutions to a stochastic age-structured population system with diffusion
+Normal rank
@@ Property / cites work @@
+Convergence of numerical solutions to stochastic age-structured population system with diffusion
+Normal rank
@@ Property / cites work @@
+Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching
+Normal rank
@@ Property / cites work @@
+Numerical solutions of stochastic differential delay equations under local Lipschitz condition
+Normal rank
@@ Property / cites work @@
+Existence, uniqueness and exponential stability for stochastic age-dependent population
+Normal rank
@@ Property / cites work @@
+Q4303533
@@ Property / cites work: Q4303533 / rank @@
+Normal rank
@@ Property / cites work @@
+Stability of solution to a class of investment system
+Normal rank
@@ Property / cites work @@
+Exponential stability of numerical solutions to SDDEs with Markovian switching
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:534217