Strong convergence of split-step backward Euler method for stochastic age-dependent capital system with Markovian switching (Q272472)
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scientific article; zbMATH DE number 6571175
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| English | Strong convergence of split-step backward Euler method for stochastic age-dependent capital system with Markovian switching |
scientific article; zbMATH DE number 6571175 |
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Strong convergence of split-step backward Euler method for stochastic age-dependent capital system with Markovian switching (English)
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20 April 2016
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stochastic age-dependent capital system
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one-sided local Lipschitz condition
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local Lipschitz condition
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split-step backward Euler method
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Markovian switching
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0.8879753351211548
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0.875281572341919
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0.8530232310295105
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0.8323025107383728
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