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

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

We develop a new split-step θ (SSθ) method for stochastic age-dependent capital system with random jump magnitudes. The main aim of this paper is to investigate the convergence of the SSθ method for a class of stochastic age-dependent capital system with random jump magnitudes. It is proved that the...

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Bibliographic Details
Main Authors: Jianguo Tan, A. Rathinasamy, Hongli Wang, Yongfeng Guo
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2014/791048
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