Mean-square dissipative methods for stochastic age-dependent capital system with fractional Brownian motion and jumps

DOI10.1016/j.amc.2018.07.018zbMath1428.60077OpenAlexW2887481719WikidataQ129438385 ScholiaQ129438385MaRDI QIDQ2007502

Qiang Li, Ting Kang, Qi-min Zhang

Publication date: 22 November 2019

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

Full work available at URL: https://doi.org/10.1016/j.amc.2018.07.018

zbMATH Keywords

fractional Brownian motionnumerical methodsPoisson jumpsstochastic age-dependent capital systemmean-square dissipativity

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (6)

Numerical treatment of a fractional order system of nonlinear stochastic delay differential equations using a computational scheme ⋮ Modeling a stochastic age-structured capital system with Poisson jumps using neural networks ⋮ Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with Poisson jumps and fractional Brownian motion ⋮ Random fractional generalized Airy differential equations: a probabilistic analysis using mean square calculus ⋮ Computational scheme for solving nonlinear fractional stochastic differential equations with delay ⋮ A novel collocation approach to solve a nonlinear stochastic differential equation of fractional order involving a constant delay

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