Strong Convergence of the Split-Step θ -Method for Stochastic Age-Dependent Capital System with Random Jump Magnitudes
Joint Authors
Rathinasamy, A.
Wang, Hongli
Tan, Jianguo
Guo, Yongfeng
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-14, 14 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-04-15
Country of Publication
Egypt
No. of Pages
14
Main Subjects
Abstract EN
We develop a new split-step θ (SS θ ) method for stochastic age-dependent capital system with random jump magnitudes.
The main aim of this paper is to investigate the convergence of the SS θ method for a class of stochastic age-dependent capital system with random jump magnitudes.
It is proved that the proposed method is convergent with strong order 1/2 under given conditions.
Finally, an example is simulated to verify the results obtained from theory.
American Psychological Association (APA)
Tan, Jianguo& Rathinasamy, A.& Wang, Hongli& Guo, Yongfeng. 2014. Strong Convergence of the Split-Step θ -Method for Stochastic Age-Dependent Capital System with Random Jump Magnitudes. Abstract and Applied Analysis،Vol. 2014, no. 2014, pp.1-14.
https://search.emarefa.net/detail/BIM-1034000
Modern Language Association (MLA)
Tan, Jianguo…[et al.]. Strong Convergence of the Split-Step θ -Method for Stochastic Age-Dependent Capital System with Random Jump Magnitudes. Abstract and Applied Analysis No. 2014 (2014), pp.1-14.
https://search.emarefa.net/detail/BIM-1034000
American Medical Association (AMA)
Tan, Jianguo& Rathinasamy, A.& Wang, Hongli& Guo, Yongfeng. Strong Convergence of the Split-Step θ -Method for Stochastic Age-Dependent Capital System with Random Jump Magnitudes. Abstract and Applied Analysis. 2014. Vol. 2014, no. 2014, pp.1-14.
https://search.emarefa.net/detail/BIM-1034000
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1034000
