Numerical analysis of the balanced implicit method for stochastic age-dependent capital system with Poisson jumps
type: Item
instance of: scholarly article
title: Numerical analysis of the balanced implicit method for stochastic age-dependent capital system with Poisson jumps
zbMATH Open document ID: 1429.65258
author: Ting Kang
author: Qiang Li
author: Qimin Zhang
published in: Applied Mathematics and Computation
publication date: 2019-11-27T00:00:00Z
Mathematics Subject Classification ID: 65M75
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J76
zbMATH DE Number: 7137878
zbMATH Keywords: stochastic age-dependent capital system
zbMATH Keywords: Poisson jumps
zbMATH Keywords: positivity preserving
zbMATH Keywords: convergence
zbMATH Keywords: mean-square dissipativity
MaRDI profile type: Publication
full work available at URL: j.amc.2018.10.054
OpenAlex ID: W2917204045
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DOI: 10.1016/J.AMC.2018.10.054
description: scientific article; zbMATH DE number 7137878