Convergence Analysis of Semi-Implicit Euler Methods for Solving Stochastic Age-Dependent Capital System with Variable Delays and Random Jump Magnitudes

Du Qinghui; Wang Chaoli

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Convergence Analysis of Semi-Implicit Euler Methods for Solving Stochastic Age-Dependent Capital System with Variable Delays and Random Jump Magnitudes

机译：求解具有可变时滞和随机跳跃幅度的随机年龄相关资本系统的半隐式欧拉方法的收敛性分析

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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.

机译：我们考虑具有可变时滞和随机跳跃幅度的随机年龄依赖型资本系统的半隐式欧拉方法，并研究数值逼近的收敛性。证明了在给定条件下，数值近似解收敛于均方意义上的解析解。

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《Mathematical Problems in Engineering》 |2014年第21期|460530.1-460530.12|共12页
作者
Du Qinghui; Wang Chaoli;
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Shanghai Univ Sci & Technol, Sch Business, Shanghai 200093, Peoples R China.;

Shanghai Univ Sci & Technol, Dept Control Sci & Engn, Shanghai 200093, Peoples R China.;

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1. Convergence Analysis of Semi-Implicit Euler Methods for Solving Stochastic Age-Dependent Capital System with Variable Delays and Random Jump Magnitudes [J] . QinghuiDu, ChaoliWang Mathematical Problems in Engineering: Theory, Methods and Applications . 2014,第a期

机译：具有可变延迟和随机跳跃响应随机时代依赖性资本系统的半隐式欧拉方法的收敛性分析
2. Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random Jump magnitudes [J] . Wei M. Journal of Computational and Applied Mathematics . 2011,第8期

机译：求解具有可变时滞和随机跳跃幅度的随机方程的半隐式Euler方法的收敛性分析
3. Strong Convergence of the Split-Stepθ-Method for Stochastic Age-Dependent Capital System with Random Jump Magnitudes [J] . JianguoTan, A.Rathinasamy, HongliWang, Abstract and applied analysis . 2014,第10期

机译：具有随机跳跃幅度的随机年龄相关资本系统的分裂步长θ方法的强收敛性
4. CONVERGENCE OF THE SEMI-IMPLICIT EULER METHOD FOR STOCHASTIC AGE-DEPENDENT POPULATION EQUATIONS WITH POISSON JUMPS [C] . By Lasheng Wang, JieSun, BinHuang 2008年国际应用统计学术研讨会（2008 International Institute of Applied Statistics Studies）论文集 . 2008

机译：具有泊松跳跃的随机年龄相关种群方程的半隐式EULER方法的收敛性
5. A new method to solve stochastic programming problems under probabilistic constraint with discrete random variables. [D] . Liu, Tongyin. 2006

机译：一种求解具有随机变量的概率约束条件下的随机规划问题的新方法。
6. Stochastic θ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude [O] . Hua Yang, Feng Jiang -1

机译：一类具有随机幅度的跳跃扩散随机受电弓方程的随机θ方法
7. Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random Jump magnitudes [O] . Wei Mao 2011

机译：求解具有可变时滞和随机跳跃幅度的随机方程的半隐式Euler方法的收敛性分析

Convergence Analysis of Semi-Implicit Euler Methods for Solving Stochastic Age-Dependent Capital System with Variable Delays and Random Jump Magnitudes

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