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

作　　者：杨洪福 YANG Hong-fu(School of Mathematics and Statistics,Guangxi Normal University,Guilin 541004,China)

机构地区：[1]广西师范大学数学与统计学院,广西桂林541004

出　　处：《数学的实践与认识》2021年第12期184-189,共6页Mathematics in Practice and Theory

基　　金：广西科技基地和人才专项(2019AC20186;2018AD19211);2021年广西师范大学创新创业教育科研基金项目(CXCYSZ2021012;CXCYSZ2021009);2020年广西人文社会科学发展研究中心“科研研究工程应用型高等教育发展研究”专项项目(LJGD202005)。

摘　　要：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.

关 键 词：随机固定资产系统 分数Brown运动 补偿倒向Euler法 均方渐近有界 

分 类 号：O211.6[理学—概率论与数理统计]