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

Author:

Kang Ting,Li Qiang,Zhang Qimin

Funder

Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference25 articles.

1. Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with poisson jumps;Zhang;J. Comput. Appl. Math.,2011

2. Convergence of numerical solutions for a class of stochastic age-dependent capital system with Markovian switching;Zhang;Econ. Model.,2011

3. Convergence of numerical solutions for a class of stochastic age-dependent capital system with random jump magnitudes;Zhang;Appl. Math. Comput.,2013

4. Strong convergence of split-step backward euler method for stochastic age-dependent capital system with Markovian switching;Zhang;Appl. Math. Comput.,2014

5. Convergence analysis of semi-implicit euler methods for solving stochastic age-dependent capital system with variable delays and random jump magnitudes;Du;Math. Probl. Eng.,2014

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