Convergence of numerical solutions for a class of stochastic age-dependent capital system with fractional Brownian motion

DOI10.22436/jnsa.010.09.04zbMath1412.65008OpenAlexW2753391327MaRDI QIDQ4632685

Laiyun Zheng, Qi-min Zhang

Publication date: 30 April 2019

Published in: The Journal of Nonlinear Sciences and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.22436/jnsa.010.09.04

zbMATH Keywords

fractional Brownian motionnumerical solutionEuler approximationstochastic age-dependent capital system

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic particle methods (65C35)

Uses Software

• SimEstFBM

Cites Work

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