Convergence of numerical solutions for a class of stochastic age-dependent capital system with fractional Brownian motion
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Publication:4632685
DOI10.22436/jnsa.010.09.04zbMath1412.65008OpenAlexW2753391327MaRDI QIDQ4632685
Publication date: 30 April 2019
Published in: The Journal of Nonlinear Sciences and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.22436/jnsa.010.09.04
fractional Brownian motionnumerical solutionEuler approximationstochastic age-dependent capital system
Fractional processes, including fractional Brownian motion (60G22) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic particle methods (65C35)
Uses Software
Cites Work
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