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• W2016083832 abstract "Abstract Recently, numerical solutions of stochastic differential equations have received a great deal of attention. Numerical approximation schemes are invaluable tools for exploring its properties. In this paper, we introduce a class of stochastic age-dependent (vintage) capital system with Markovian switching, and investigate the convergence of numerical approximation. It is proved that the numerical approximation solutions converge to the analytic solutions of the equations under the given conditions. A numerical example is provided to illustrate the theoretical results." @default.
• W2016083832 created "2016-06-24" @default.
• W2016083832 creator A5060957183 @default.
• W2016083832 date "2011-05-01" @default.
• W2016083832 modified "2023-09-26" @default.
• W2016083832 title "Convergence of numerical solutions for a class of stochastic age-dependent capital system with Markovian switching" @default.
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• W2016083832 doi "https://doi.org/10.1016/j.econmod.2010.12.003" @default.
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