带跳和分数Brown运动的固定资产系统补偿倒向Euler数值解的均方渐近有界性

Asymptotic Mean-square Boundedness of the Compensated Backward Euler Numerical Solution of Stochastic Age-dependent Capital System with Fractional Brownian Motion and Jumps

介绍了一类与年龄相关的随机固定资产系统补偿倒向Euler数值解法.主要建立了基于噪声干扰下的固定资产系统补偿倒向Euler数值解均方渐近有界性判定准则.最后通过给出的数值算例验证了理论结论的可行性和有效性.

In this paper,we develop a compensated backward Euler method for stochastic age-dependent capital systems with fractional Brownian motion and jumps.Then,under the conditions that the drift coefficient satisfies the one-sided Lipschitz condition and the diffusion coefficient is bounded,we establish the criteria for judging the asymptotic meansquare boundedness of the compensated backward Euler numerical solutions for stochastic age-dependent capital systems with fractional Brownian motion and jumps.Finally,we provide some numerical experiments in the paper to verify the theoretical results of the numerical algorithm.