Convergence Analysis of Semi-Implicit Euler Methods for Solving Stochastic Age-Dependent Capital System with Variable Delays and Random Jump Magnitudes
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-12, 12 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-11-13
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Abstract EN
We consider semi-implicit Euler methods for stochastic age-dependent capital system with variable delays and random jump magnitudes, and investigate the convergence of the numerical approximation.
It is proved that the numerical approximate solutions converge to the analytical solutions in the mean-square sense under given conditions.
American Psychological Association (APA)
Du, Qinghui& Wang, Chaoli. 2014. Convergence Analysis of Semi-Implicit Euler Methods for Solving Stochastic Age-Dependent Capital System with Variable Delays and Random Jump Magnitudes. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-12.
https://search.emarefa.net/detail/BIM-1044277
Modern Language Association (MLA)
Du, Qinghui& Wang, Chaoli. Convergence Analysis of Semi-Implicit Euler Methods for Solving Stochastic Age-Dependent Capital System with Variable Delays and Random Jump Magnitudes. Mathematical Problems in Engineering No. 2014 (2014), pp.1-12.
https://search.emarefa.net/detail/BIM-1044277
American Medical Association (AMA)
Du, Qinghui& Wang, Chaoli. Convergence Analysis of Semi-Implicit Euler Methods for Solving Stochastic Age-Dependent Capital System with Variable Delays and Random Jump Magnitudes. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-12.
https://search.emarefa.net/detail/BIM-1044277
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1044277
