Convergence of numerical solutions for a class of stochastic age-dependent capital system with fractional Brownian motion (Q4632685)

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scientific article; zbMATH DE number 7049307
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Convergence of numerical solutions for a class of stochastic age-dependent capital system with fractional Brownian motion
scientific article; zbMATH DE number 7049307

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    Convergence of numerical solutions for a class of stochastic age-dependent capital system with fractional Brownian motion (English)
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    30 April 2019
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    stochastic age-dependent capital system
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    numerical solution
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    Euler approximation
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    fractional Brownian motion
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