Numerical analysis of the balanced implicit method for stochastic age-dependent capital system with Poisson jumps

DOI10.1016/J.AMC.2018.10.054MaRDI QIDQ2010734zbMATH OpenOpenAlexFDO

Authors Ting Kang, Qiang Li, Qimin Zhang

Publication date 27 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.2018.10.054

zbMATH Keywords

convergencePoisson jumpspositivity preservingstochastic age-dependent capital systemmean-square dissipativity

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Jump processes on general state spaces (60J76)

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Cites work

• scientific article; zbMATH DE number 50111 (Why is no real title available?)
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• Global Dissipativity for A-Stable Methods
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• The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps

Cited in

(7)

• \( \mathcal{H}_\infty\) control for Poisson-driven stochastic systems
• Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps
• The positive numerical solution for stochastic age-dependent capital system based on explicit-implicit algorithm
• The global stability of stochastic age-dependent capital system with Poisson jumps
• Modeling a stochastic age-structured capital system with Poisson jumps using neural networks
• Construction of positivity preserving numerical method for stochastic age-dependent population equations
• Stability analysis of hybrid stochastic delayed Cohen-Grossberg neural networks with Lévy noise and Markov switching

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