| 带跳和Markov调制的随机时滞中性技术进步与投资系统的收敛性 |
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| 引用本文： | 陈 刚,张启敏. 带跳和Markov调制的随机时滞中性技术进步与投资系统的收敛性[J]. 华中师范大学学报(自然科学版), 2012, 46(2): 127-133 |
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| 作者姓名： | 陈 刚 张启敏 |
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| 作者单位： | 宁夏大学数学计算机学院,银川,750021 |
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| 摘 要： | 根据Euler-Maruyama方法,运用Burkholder-Davis-Gundy不等式,Holder不等式,Young不等式及Gronwall引理,讨论了在局部Lipschitz条件下带跳和Markov调制的随机时滞中性技术进步与投资系统数值解的均方收敛性.
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| 关 键 词： | 投资系统 Poisson跳 Markov调制 收敛性 |
Convergence of numerical solutions to stochastic delay neutral technical progress and investment system with Poisson jumps and Markovian switching |
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| CHEN Gang , ZHANG Qimin. Convergence of numerical solutions to stochastic delay neutral technical progress and investment system with Poisson jumps and Markovian switching[J]. Journal of Central China Normal University(Natural Sciences), 2012, 46(2): 127-133 |
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| Authors: | CHEN Gang ZHANG Qimin |
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| Affiliation: | (School of Mathematics and Computer Science,Ningxia University,Yinchuan 750021) |
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| Abstract: | In this paper,the Euler-Maruyama method for stochastic delay neutral technical progress and investment system with jumps and Markovian switching is developed.Applying Burkholder-Davis-Gundy inequality,Holder inequality,Young inequality and Gronwall lemma,the convergence of the numerical solutions in mean square is discussed under the local Lipschitz condition. |
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| Keywords: | investment system Poisson jumps Markovian switching convergence |
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