The positive numerical solution for stochastic age-dependent capital system based on explicit-implicit algorithm
type: Item
instance of: scholarly article
title: The positive numerical solution for stochastic age-dependent capital system based on explicit-implicit algorithm
zbMATH Open document ID: 1475.65152
author: Yanyan Du
author: Anke Meyer-Baese
author: Qimin Zhang
published in: Applied Numerical Mathematics
publication date: 2021-06-03T00:00:00Z
Mathematics Subject Classification ID: 65M75
Mathematics Subject Classification ID: 65M12
Mathematics Subject Classification ID: 45K05
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 91G15
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 35R60
Mathematics Subject Classification ID: 35Q91
zbMATH DE Number: 7354385
zbMATH Keywords: stochastic age-dependent capital system
zbMATH Keywords: penalty factor
zbMATH Keywords: explicit-implicit algorithm
zbMATH Keywords: positivity preserving
MaRDI profile type: Publication
full work available at URL: j.apnum.2021.02.015
OpenAlex ID: W3130901882
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DOI: 10.1016/J.APNUM.2021.02.015
description: scientific article; zbMATH DE number 7354385