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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2018-10-01
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| Series: | Advances in Difference Equations |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13662-018-1828-z |