Stability of solution to a class of investment system

DOI10.1016/J.AMC.2008.10.067zbMATH Open1156.91387OpenAlexW1992691489MaRDI QIDQ1002286FDOQ1002286

Authors: Zhanping Wang 

Publication date: 25 February 2009

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2008.10.067

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zbMATH Keywords

nonlinearstabilitytime delaystochastic investment systemItô formula

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

• Higher-order implicit strong numerical schemes for stochastic differential equations
• Almost sure exponential stability of neutral stochastic differential difference equations
• Exponential stability of numerical solutions to SDDEs with Markovian switching

Cited In (15)

• Solution of a class of investment developmental equations
• Title not available (Why is that?)
• Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with random jump magnitudes
• On stochastic impulse model of investment companies of the group
• Practical exponential stability of stochastic age-dependent capital system with Lévy noise
• Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps
• The existence and uniqueness of strong solutions of stochastic investment systems of fixed assets
• Exponential stability of a class of stochastic investment systems
• Symmetry-based solution of a model for a combination of a risky investment and a riskless investment
• Title not available (Why is that?)
• The exponential stability of the solution of stochastic neutral technical progress and investment system
• Convergence of numerical solutions for a class of stochastic age-dependent capital system with random jump magnitudes
• Stability and accuracy of RBF direct method for solving a dynamic investment model
• Numerical analysis for stochastic investment system with Poisson jumps
• Stability analysis of a linear and stationary investment asset developmental equation

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