期刊名称：International Journal of Computer and Information Technology
印刷版ISSN：2279-0764
出版年度：2013
卷号：2
期号：1
页码：37
出版社：International Journal of Computer and Information Technology
摘要：Recently, numerical solutions of stochastic differential equations have received a great deal of attention. Numerical approximation schemes are invaluable tools for exploring their properties. In this paper, we introduce a class of stochastic delay age-dependent (vintage) capital system with Markovian switching, and investigate the convergence of numerical approximation. The key aim is to show that the numerical solutions will converge to the true solutions under the local Lipschitz condition. A numerical example is provided to illustrate the theoretical results.
关键词：stochastic age-dependent capital syste; Markovian ; switching; delay; Euler approximation
