Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with random jump magnitudes

DOI10.1155/2014/791048zbMath1474.65403OpenAlexW2030767800WikidataQ59041482 ScholiaQ59041482MaRDI QIDQ1724972

A. Rathinasamy, Jian-Guo Tan, Hong-li Wang, Yong-Feng Guo

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/791048

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Jump processes on general state spaces (60J76) Mathematical modeling or simulation for problems pertaining to game theory, economics, and finance (91-10)

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