Strong convergence of the split-step θ-method for stochastic age-dependent capital system with Poisson jumps and fractional Brownian motion

Abstract Most stochastic age-dependent capital systems cannot be solved explicitly, so it is necessary to develop numerical methods and study the properties of numerical solutions. In this paper, we consider a class of stochastic age-dependent capital systems with Poisson jumps and fractional Browni...

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Xehetasun bibliografikoak

Egile Nagusiak:	Ting Kang, Qimin Zhang
Formatua:	Artigo
Hizkuntza:	Inglês
Argitaratua:	SpringerOpen 2018-10-01
Saila:	Advances in Difference Equations
Gaiak:	Stochastic age-dependent capital system Poisson jumps Fractional Brownian motion Split-step θ-method Strong convergence
Sarrera elektronikoa:	http://link.springer.com/article/10.1186/s13662-018-1828-z
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