Mean-square dissipative methods for stochastic age-dependent capital system with fractional Brownian motion and jumps
DOI10.1016/J.AMC.2018.07.018zbMATH Open1428.60077OpenAlexW2887481719WikidataQ129438385 ScholiaQ129438385MaRDI QIDQ2007502FDOQ2007502
Qimin Zhang, Qiang Li, Ting Kang
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
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fractional Brownian motionnumerical methodsPoisson jumpsstochastic age-dependent capital systemmean-square dissipativity
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)
Cites Work
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Cited In (6)
- Random fractional generalized Airy differential equations: a probabilistic analysis using mean square calculus
- Computational scheme for solving nonlinear fractional stochastic differential equations with delay
- Modeling a stochastic age-structured capital system with Poisson jumps using neural networks
- A novel collocation approach to solve a nonlinear stochastic differential equation of fractional order involving a constant delay
- Numerical treatment of a fractional order system of nonlinear stochastic delay differential equations using a computational scheme
- Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with Poisson jumps and fractional Brownian motion
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