Almost sure exponential stability of the split-step backward Euler method for stochastic age-dependent capital system
numerical examplesalmost sure exponential stabilitysplit-step backward Euler methodstochastic age-dependent capital systemdiscrete semi-martingale convergence theorem
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)
- scientific article; zbMATH DE number 6795541
- 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
- Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with random jump magnitudes
- Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with Poisson jumps and fractional Brownian motion
- 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
- scientific article; zbMATH DE number 6795541 (Why is no real title available?)
This page was built for publication: Almost sure exponential stability of the split-step backward Euler method for stochastic age-dependent capital system
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2991471)
