Paper Title:
Exponential Stability of Numerical Solutions to Stochastic Investment System
  Abstract

The investment model of stochastic neutral technical progress is given in this paper. The main purpose of this paper is to consider the exponential stability of the Euler-Maruyama scheme for a class of stochastic investment system. The de¯nition of exponential of numerical methods is established. The conditions under which the method is exponentially stable in mean square determined.

  Info
Periodical
Advanced Materials Research (Volumes 143-144)
Edited by
H. Wang, B.J. Zhang, X.Z. Liu, D.Z. Luo, S.B. Zhong
Pages
910-914
DOI
10.4028/www.scientific.net/AMR.143-144.910
Citation
Z. P. Wang, "Exponential Stability of Numerical Solutions to Stochastic Investment System", Advanced Materials Research, Vols. 143-144, pp. 910-914, 2011
Online since
October 2010
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