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

MaRDI QIDQ4928037zbMATH OpenFDO

Authors Gang Chen, Qimin Zhang

Publication date 20 June 2013

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)

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Cited in

(2)

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

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