Stability of solution to a class of investment system

DOI10.1016/j.amc.2008.10.067zbMath1156.91387OpenAlexW1992691489MaRDI QIDQ1002286

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

stabilitytime delaynonlinearItô formulastochastic investment system

Mathematics Subject Classification ID

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

Related Items

Practical exponential stability of stochastic age-dependent capital system with Lévy noise, Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with random jump magnitudes, Convergence of numerical solutions for a class of stochastic age-dependent capital system with random jump magnitudes, Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps

Cites Work

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