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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Revision as of 04:25, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with Poisson jumps and fractional Brownian motion |
scientific article |
Statements
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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30 January 2019
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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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