Almost sure exponential stability of the split-step backward Euler method for stochastic age-dependent capital system

zbMATH Open1349.65032MaRDI QIDQ2991471FDOQ2991471

Authors: Shuting Lv, Qimin Zhang 

Publication date: 10 August 2016

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zbMATH Keywords

numerical examplesalmost sure exponential stabilitysplit-step backward Euler methodstochastic age-dependent capital systemdiscrete semi-martingale convergence theorem

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical methods (including Monte Carlo methods) (91G60) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cited In (3)

• Strong convergence of split-step backward Euler method for stochastic age-dependent capital system with Markovian switching
• Stability of the compensated backward Euler numerical solution of stochastic age-dependent capital system
• Title not available (Why is that?)

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