Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps

DOI10.1016/J.CAM.2010.10.043zbMATH Open1229.65030OpenAlexW2048834550WikidataQ112880402 ScholiaQ112880402MaRDI QIDQ534217FDOQ534217

Authors: Wankai Pang, Ping-Kei Leung, Qimin Zhang 

Publication date: 17 May 2011

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2010.10.043

Recommendations

• Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with Poisson jumps and fractional Brownian motion
• Numerical analysis of the balanced implicit method for stochastic age-dependent capital system with Poisson jumps
• The global stability of stochastic age-dependent capital system with Poisson jumps
• Numerical analysis for stochastic age-dependent population equations with Poisson jumps
• Convergence analysis of semi-implicit Euler methods for solving stochastic age-dependent capital system with variable delays and random jump magnitudes

zbMATH Keywords

numerical solutionPoisson jumpsstochastic age-dependent capital systemEuler approximation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

• Title not available (Why is that?)
• Numerical solutions of stochastic differential delay equations under local Lipschitz condition
• Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching
• Existence, uniqueness and exponential stability for stochastic age-dependent population
• Anticipation effects of technological progress on capital accumulation: a vintage capital approach
• Capital accumulation under technological progress and learning: a vintage capital approach
• Timing of investment under technological and revenue-related uncertainties
• The optimal economic lifetime of vintage capital in the presence of operating costs, technological progress, and learning
• Convergence of numerical solutions to stochastic age-structured population system with diffusion
• Exponential stability of numerical solutions to SDDEs with Markovian switching
• Exponential stability of numerical solutions to a stochastic age-structured population system with diffusion
• Stability of solution to a class of investment system

Cited In (22)

• Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with random jump magnitudes
• Mean-square dissipative methods for stochastic age-dependent capital system with fractional Brownian motion and jumps
• Stability analysis for stochastic Volterra-Levin equations with Poisson jumps: fixed point approach
• Strong convergence of split-step backward Euler method for stochastic age-dependent capital system with Markovian switching
• Practical exponential stability of stochastic age-dependent capital system with Lévy noise
• A stochastic age-structured HIV/AIDS model based on parameters estimation and its numerical calculation
• \(p\)th moment exponential stability of stochastic partial differential equations with Poisson jumps
• Numerical analysis of the balanced implicit method for stochastic age-dependent capital system with Poisson jumps
• Convergence of numerical solutions for a class of stochastic age-dependent capital system with fractional Brownian motion
• The stochastic fixed-time synchronization of delays neural networks driven by Lévy noise
• Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Poisson jumps
• The positive numerical solution for stochastic age-dependent capital system based on explicit-implicit algorithm
• The global stability of stochastic age-dependent capital system with Poisson jumps
• Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations
• Modeling a stochastic age-structured capital system with Poisson jumps using neural networks
• Existence, uniqueness, and stability of stochastic neutral functional differential equations of Sobolev-type
• Mean-square stability of stochastic age-dependent delay population systems with Poisson jumps
• Convergence of numerical solutions for a class of stochastic age-dependent capital system with random jump magnitudes
• Numerical analysis for stochastic investment system with Poisson jumps
• Title not available (Why is that?)
• Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with Poisson jumps and fractional Brownian motion
• Convergence analysis of semi-implicit Euler methods for solving stochastic age-dependent capital system with variable delays and random jump magnitudes

This page was built for publication: Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q534217)