Convergence analysis of semi-implicit Euler methods for solving stochastic age-dependent capital system with variable delays and random jump magnitudes

DOI10.1155/2014/460530zbMath1407.91267OpenAlexW2081385247WikidataQ59067355 ScholiaQ59067355MaRDI QIDQ1718435

Chaoli Wang, Qinghui Du

Publication date: 8 February 2019

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/460530

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Numerical mathematical programming methods (65K05) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Related Items (3)

Convergence of numerical solutions for a class of stochastic age-dependent capital system with fractional Brownian motion ⋮ Numerical analysis of the balanced implicit method for stochastic age-dependent capital system with Poisson jumps ⋮ The positive numerical solution for stochastic age-dependent capital system based on explicit-implicit algorithm

Cites Work

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• Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps
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• The semi-implicit Euler method for stochastic differential delay equation with jumps
• Higher-order implicit strong numerical schemes for stochastic differential equations
• Almost sure exponential stability of neutral stochastic differential difference equations
• Introduction to the numerical analysis of stochastic delay differential equations
• Numerical solutions of stochastic differential delay equations under local Lipschitz condition
• Convergence of numerical solutions to stochastic delay differential equations with jumps
• Convergence of numerical solutions for a class of stochastic age-dependent capital system with random jump magnitudes

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