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

DOI10.1016/J.CAM.2010.10.043MaRDI QIDQ534217zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 625166 (Why is no real title available?)
• Anticipation effects of technological progress on capital accumulation: a vintage capital approach
• Capital accumulation under technological progress and learning: a vintage capital approach
• Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching
• Convergence of numerical solutions to stochastic age-structured population system with diffusion
• Existence, uniqueness and exponential stability for stochastic age-dependent population
• Exponential stability of numerical solutions to SDDEs with Markovian switching
• Exponential stability of numerical solutions to a stochastic age-structured population system with diffusion
• Numerical solutions of stochastic differential delay equations under local Lipschitz condition
• Stability of solution to a class of investment system
• The optimal economic lifetime of vintage capital in the presence of operating costs, technological progress, and learning
• Timing of investment under technological and revenue-related uncertainties

Cited in

(22)

• The stochastic fixed-time synchronization of delays neural networks driven by Lévy noise
• Mean-square stability of stochastic age-dependent delay population systems with Poisson jumps
• scientific article; zbMATH DE number 7640685 (Why is no real title available?)
• Strong convergence of split-step backward Euler method for stochastic age-dependent capital system with Markovian switching
• Modeling a stochastic age-structured capital system with Poisson jumps using neural networks
• The global stability of stochastic age-dependent capital system with Poisson jumps
• Practical exponential stability of stochastic age-dependent capital system with Lévy noise
• Convergence of numerical solutions for a class of stochastic age-dependent capital system with fractional Brownian motion
• Existence, uniqueness, and stability of stochastic neutral functional differential equations of Sobolev-type
• The positive numerical solution for stochastic age-dependent capital system based on explicit-implicit algorithm
• Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with random jump magnitudes
• \(p\)th moment exponential stability of stochastic partial differential equations with Poisson jumps
• Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations
• 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
• Convergence of numerical solutions for a class of stochastic age-dependent capital system with random jump magnitudes
• Stability analysis for stochastic Volterra-Levin equations with Poisson jumps: fixed point approach
• Numerical analysis for stochastic investment system with Poisson jumps
• A stochastic age-structured HIV/AIDS model based on parameters estimation and its numerical calculation
• Mean-square dissipative methods for stochastic age-dependent capital system with fractional Brownian motion and jumps
• Numerical analysis of the balanced implicit method for stochastic age-dependent capital system with Poisson jumps
• Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Poisson jumps

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