Mean-square dissipativity of numerical methods for stochastic age-dependent capital system with fractional Brown motion (Q4640937)
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scientific article; zbMATH DE number 6874779
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| English | Mean-square dissipativity of numerical methods for stochastic age-dependent capital system with fractional Brown motion |
scientific article; zbMATH DE number 6874779 |
Statements
25 May 2018
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fractional Brownian motion
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Bellman-Gronwall-type estimates
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compensated backward Euler method
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meansquare dissipativity
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0.9558923840522766
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0.9006377458572388
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0.8693437576293945
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0.8534082174301147
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