带Poisson跳随机资本系统数值解的稳定性  

Stability of Numerical Solution for Stochastic Capital System with Poisson Jumps

作　　者：郑来运[1] 

机构地区：[1]宁夏大学机械工程学院,银川750021

出　　处：《重庆理工大学学报（自然科学）》2017年第10期222-228,共7页Journal of Chongqing University of Technology：Natural Science

基　　金：宁夏自然科学基金资助项目(NZ14048;NZ16005);宁夏高校科研项目(NGY16061)

摘　　要：利用Euler方法,给出了一类带Poisson跳的役龄相关随机资本系统的数值解;应用Gronwall引理、It^o公式和Burkholder-Davis-Gundy不等式,证明了数值解的收敛性和指数稳定性,并给出了数值方法稳定的条件。The numerical solution of a class of stochastic age-dependent capital system with Poisson jumps is given according to Euler method in time discretization. Utilizing Gronwall lemma,Ito ＇s formula and Barkholder-Davis-Gundy inequality,it is proved that the numerical solution converges to the analytic solution of the equations under given conditions,and some criteria are obtained for the exponential stability of the numerical solution.

关 键 词：随机资本系统 数值解 POISSON跳 稳定性 

分 类 号：O231[理学—运筹学与控制论]