Numerical analysis of the balanced implicit method for stochastic age-dependent capital system with Poisson jumps
DOI10.1016/J.AMC.2018.10.054zbMATH Open1429.65258OpenAlexW2917204045MaRDI QIDQ2010734FDOQ2010734
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
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Cites Work
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- Construction of positivity preserving numerical method for stochastic age-dependent population equations
- Preserving positivity in solutions of discretised stochastic differential equations
- Structure preserving stochastic integration schemes in interest rate derivative modeling
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Cited In (4)
- \( \mathcal{H}_\infty\) control for Poisson-driven stochastic systems
- Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps
- Modeling a stochastic age-structured capital system with Poisson jumps using neural networks
- Stability analysis of hybrid stochastic delayed Cohen-Grossberg neural networks with Lévy noise and Markov switching
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