Numerical analysis of the balanced implicit method for stochastic age-dependent capital system with Poisson jumps

DOI10.1016/j.amc.2018.10.054zbMath1429.65258OpenAlexW2917204045MaRDI QIDQ2010734

Qiang Li, Ting Kang, Qi-min Zhang

Publication date: 27 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.2018.10.054

zbMATH Keywords

convergencePoisson jumpspositivity preservingstochastic age-dependent capital systemmean-square dissipativity

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Jump processes on general state spaces (60J76)

Related Items (3)

Modeling a stochastic age-structured capital system with Poisson jumps using neural networks ⋮ \( \mathcal{H}_\infty\) control for Poisson-driven stochastic systems ⋮ Stability analysis of hybrid stochastic delayed Cohen-Grossberg neural networks with Lévy noise and Markov switching

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