Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps (Q534217): Difference between revisions
From MaRDI portal
Latest revision as of 01:09, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps |
scientific article |
Statements
Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps (English)
0 references
17 May 2011
0 references
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
stochastic age-dependent capital system
0 references
Poisson jumps
0 references
numerical solution
0 references
Euler approximation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
