Mean-square dissipative methods for stochastic age-dependent capital system with fractional Brownian motion and jumps

DOI10.1016/J.AMC.2018.07.018MaRDI QIDQ2007502zbMATH OpenOpenAlexWikidataFDO

Authors Qiang Li, Ting Kang, Qimin Zhang

Publication date 22 November 2019

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

Full work available at URL https://doi.org/10.1016/j.amc.2018.07.018

zbMATH Keywords

fractional Brownian motionnumerical methodsPoisson jumpsstochastic age-dependent capital systemmean-square dissipativity

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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• Asymptotic boundedness of the compensated backward Euler numerical solution of a stochastic capital system

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Cited in

(13)

• Mean-square dissipativity of several numerical methods for stochastic differential equations with jumps
• Asymptotic boundedness of the compensated backward Euler numerical solution of a stochastic capital system
• Modeling a stochastic age-structured capital system with Poisson jumps using neural networks
• Mean-square dissipativity of numerical methods for a class of stochastic age-dependent populations with fractional Brownian motion and Poisson jump
• Computational scheme for solving nonlinear fractional stochastic differential equations with delay
• Numerical treatment of a fractional order system of nonlinear stochastic delay differential equations using a computational scheme
• A novel collocation approach to solve a nonlinear stochastic differential equation of fractional order involving a constant delay
• Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with Poisson jumps and fractional Brownian motion
• Mean-square dissipativity of numerical methods for stochastic age-dependent capital system with fractional Brown motion
• Asymptotic mean-square boundedness of the backward Euler numerical solution of stochastic age-dependent capital system with fractional Brownian motion and jumps
• Numerical analysis of the balanced implicit method for stochastic age-dependent capital system with Poisson jumps
• Random fractional generalized Airy differential equations: a probabilistic analysis using mean square calculus
• Mean-square dissipativity of numerical methods for time-varying stochastic population harvest system with fractional Brown motion

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