Convergence analysis of semi-implicit Euler methods for solving stochastic age-dependent capital system with variable delays and random jump magnitudes (Q1718435)
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scientific article; zbMATH DE number 7016477
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence analysis of semi-implicit Euler methods for solving stochastic age-dependent capital system with variable delays and random jump magnitudes |
scientific article; zbMATH DE number 7016477 |
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Convergence analysis of semi-implicit Euler methods for solving stochastic age-dependent capital system with variable delays and random jump magnitudes (English)
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8 February 2019
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Summary: We consider semi-implicit Euler methods for stochastic age-dependent capital system with variable delays and random jump magnitudes, and investigate the convergence of the numerical approximation. It is proved that the numerical approximate solutions converge to the analytical solutions in the mean-square sense under given conditions.
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