带跳和Markov调制的随机时滞中性技术进步与投资系统的收敛性

Convergence of numerical solutions to stochastic delay neutral technical progress and investment system with Poisson jumps and Markovian switching

根据Euler-Maruyama方法,运用Burkholder-Davis-Gundy不等式,Holder不等式,Young不等式及Gronwall引理,讨论了在局部Lipschitz条件下带跳和Markov调制的随机时滞中性技术进步与投资系统数值解的均方收敛性.

In this paper, the Euler-Maruyama method for stochastic delay neutral technical progress and investment system with jumps and Markovian switching is developed. Applying Burkholder-Davis-Gundy inequality, Holder inequality, Young inequality and Gronwall lemma, the convergence of the numerical solutions in mean square is discussed under the local Lipschitz condition.