Convergence of numerical solutions to stochastic delay neutral technical progress and investment systems with Poisson jumps and Markovian switching

zbMATH Open1274.60196MaRDI QIDQ4928037FDOQ4928037

Authors: Gang Chen, Qimin Zhang 

Publication date: 20 June 2013

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zbMATH Keywords

convergencePoisson jumpsMarkovian switchinginvestment system

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Portfolio theory (91G10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited In (2)

• Numerical analysis for stochastic investment system with Poisson jumps
• Convergence of numerical solutions to fixed assets investment systems

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