Convergence of numerical solutions for a class of stochastic age-dependent capital system with random jump magnitudes

DOI10.1016/J.AMC.2012.12.074MaRDI QIDQ2451313zbMATH OpenOpenAlexFDO

Authors A. Rathinasamy, Qimin Zhang

Publication date 3 June 2014

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

Full work available at URL https://doi.org/10.1016/j.amc.2012.12.074

zbMATH Keywords

convergencenumerical approximatePoisson jumprandom jump magnitudesstochastic age-dependent capital system

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical methods (including Monte Carlo methods) (91G60)

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Cites work

• Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes
• Convergence and stability analysis for implicit simulations of stochastic differential equations with random jump magnitudes
• Convergence of numerical solutions to stochastic age-dependent population equations
• Convergence of numerical solutions to stochastic age-dependent population equations with Markovian switching
• Convergence of numerical solutions to stochastic age-structured population equations with diffusions and Markovian switching
• Convergence of numerical solutions to stochastic age-structured population system with diffusion
• Convergence of the Euler scheme for stochastic functional partial differential equations
• Convergence of the semi-implicit Euler method for stochastic age-dependent population equations
• Convergence of the semi-implicit Euler method for stochastic age-dependent population equations with Poisson jumps
• Existence, uniqueness and exponential stability for stochastic age-dependent population
• Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps
• scientific article; zbMATH DE number 781861 (Why is no real title available?)
• Numerical analysis for stochastic age-dependent population equations
• Numerical analysis for stochastic age-dependent population equations with Poisson jump and phase semi-Markovian switching
• Numerical analysis for stochastic age-dependent population equations with Poisson jumps
• Numerical methods for a class of jump-diffusion systems with random magnitudes
• Stability of solution to a class of investment system

Cited in

(13)

• Numerical solution by iterative methods of a class of vintage capital models
• Convergence of the split-step -method for stochastic age-dependent population equations with Poisson jumps
• Strong convergence of the split-step -method for stochastic age-dependent capital system with Poisson jumps and fractional Brownian motion
• Convergence analysis of semi-implicit Euler methods for solving stochastic age-dependent capital system with variable delays and random jump magnitudes
• Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with random jump magnitudes
• Numerical analysis of the balanced implicit method for stochastic age-dependent capital system with Poisson jumps
• Strong convergence and almost sure exponential stability of balanced numerical approximations to stochastic delay Hopfield neural networks
• Modeling a stochastic age-structured capital system with Poisson jumps using neural networks
• Strong convergence of split-step backward Euler method for stochastic age-dependent capital system with Markovian switching
• Convergence of numerical solutions for a class of stochastic age-dependent capital system with fractional Brownian motion
• Strong convergence of the split-step -method for stochastic age-dependent population equations
• The balanced split step theta approximations of stochastic neutral Hopfield neural networks with time delay and Poisson jumps
• Numerical simulations based on POD for stochastic age-dependent system of two species

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