Mean-square dissipativity of numerical methods for stochastic age-dependent capital system with fractional Brown motion

DOI10.3969/J.ISSN.1001-8395.2017.05.012MaRDI QIDQ4640937zbMATH OpenFDO

Authors Qiang Li, Xining Li, Qimin Zhang

Publication date 25 May 2018

zbMATH Keywords

fractional Brownian motionBellman-Gronwall-type estimatescompensated backward Euler methodmeansquare dissipativity

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(6)

• Asymptotic boundedness of the compensated backward Euler numerical solution of a stochastic capital system
• Mean-square dissipativity of numerical methods for a class of stochastic age-dependent populations with fractional Brownian motion and Poisson jump
• Stability of the compensated backward Euler numerical solution of stochastic age-dependent capital system
• Asymptotic mean-square boundedness of the backward Euler numerical solution of stochastic age-dependent capital system with fractional Brownian motion and jumps
• Mean-square dissipative methods for stochastic age-dependent capital system with fractional Brownian motion and jumps
• Mean-square dissipativity of numerical methods for time-varying stochastic population harvest system with fractional Brown motion

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