Strong Convergence of the Split-Step θ-Method for Stochastic Age-Dependent Capital System with Random Jump Magnitudes

被引：0

作者：

Tan, Jianguo ^{[1
]}

Rathinasamy, A. ^{[2
]}

Wang, Hongli ^{[3
]}

Guo, Yongfeng ^{[1
]}

机构：

[1] Tianjin Polytech Univ, Dept Math, Tianjin 300387, Peoples R China

[2] PSG Coll Technol, Dept Math, Coimbatore 641004, Tamil Nadu, India

[3] Tianjin Univ, Dept Mech, Tianjin 300072, Peoples R China

来源：

ABSTRACT AND APPLIED ANALYSIS | 2014年

基金：

中国国家自然科学基金;

关键词：

DIFFERENTIAL-EQUATIONS; POPULATION EQUATIONS; NUMERICAL-SOLUTIONS; POISSON JUMPS; STABILITY;

D O I：

10.1155/2014/791048

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We develop a new split-step theta(SS theta) 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 theta 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.

引用

页数：14

共 29 条

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