Stability of solution to a class of investment system

DOI10.1016/J.AMC.2008.10.067MaRDI QIDQ1002286zbMATH OpenOpenAlexFDO

Authors Zhanping Wang

Publication date 25 February 2009

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2008.10.067

zbMATH Keywords

Itô formulanonlinearstabilitystochastic investment systemtime delay

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cites work

• Almost sure exponential stability of neutral stochastic differential difference equations
• Exponential stability of numerical solutions to SDDEs with Markovian switching
• Higher-order implicit strong numerical schemes for stochastic differential equations

Cited in

(16)

• Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with random jump magnitudes
• Symmetry-based solution of a model for a combination of a risky investment and a riskless investment
• Convergence of numerical solutions for a class of stochastic age-dependent capital system with random jump magnitudes
• Solution of a class of investment developmental equations
• Stability and accuracy of RBF direct method for solving a dynamic investment model
• On stochastic impulse model of investment companies of the group
• The existence and uniqueness of strong solutions of stochastic investment systems of fixed assets
• Stability analysis of a linear and stationary investment asset developmental equation
• Numerical analysis for stochastic investment system with Poisson jumps
• scientific article; zbMATH DE number 5952701 (Why is no real title available?)
• Exponential stability of a class of stochastic investment systems
• The exponential stability of the solution of stochastic neutral technical progress and investment system
• scientific article; zbMATH DE number 1381057 (Why is no real title available?)
• Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps
• scientific article; zbMATH DE number 2193390 (Why is no real title available?)
• Practical exponential stability of stochastic age-dependent capital system with Lévy noise

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