Almost sure exponential stability of the split-step backward Euler method for stochastic age-dependent capital system (Q2991471)
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scientific article; zbMATH DE number 6613672
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| English | Almost sure exponential stability of the split-step backward Euler method for stochastic age-dependent capital system |
scientific article; zbMATH DE number 6613672 |
Statements
10 August 2016
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stochastic age-dependent capital system
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almost sure exponential stability
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split-step backward Euler method
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discrete semi-martingale convergence theorem
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numerical examples
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0.8879753351211548
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0.8780631422996521
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0.8314688205718994
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