scholarly journals Strong Convergence of the Split-Stepθ-Method for Stochastic Age-Dependent Capital System with Random Jump Magnitudes

2014 ◽  
Vol 2014 ◽  
pp. 1-14
Author(s):  
Jianguo Tan ◽  
A. Rathinasamy ◽  
Hongli Wang ◽  
Yongfeng Guo
Keyword(s):  
Strong Convergence ◽  
Age Dependent ◽  
Strong Order ◽  
Random Jump

We develop a new split-stepθ(SSθ) method for stochastic age-dependent capital system with random jump magnitudes. The main aim of this paper is to investigate the convergence of the SSθmethod for a class of stochastic age-dependent capital system with random jump magnitudes. It is proved that the proposed method is convergent with strong order 1/2 under given conditions. Finally, an example is simulated to verify the results obtained from theory.

scholarly journals Convergence Analysis of Semi-Implicit Euler Methods for Solving Stochastic Age-Dependent Capital System with Variable Delays and Random Jump Magnitudes

2014 ◽  
Vol 2014 ◽  
pp. 1-12
Author(s):  
Qinghui Du ◽  
Chaoli Wang
Keyword(s):  
Convergence Analysis ◽  
Analytical Solutions ◽  
Numerical Approximation ◽  
Approximate Solutions ◽  
Mean Square ◽  
Variable Delays ◽  
Age Dependent ◽  
The Mean ◽  
Euler Methods ◽  
Random Jump

We consider semi-implicit Euler methods for stochastic age-dependent capital system with variable delays and random jump magnitudes, and investigate the convergence of the numerical approximation. It is proved that the numerical approximate solutions converge to the analytical solutions in the mean-square sense under given conditions.

Strong convergence of the split-stepθ-method for stochastic age-dependent population equations

2014 ◽  
Vol 38 (11) ◽  
pp. 2291-2304
Author(s):  
Jianguo Tan ◽  
Hongli Wang ◽  
Yongfeng Guo
Keyword(s):  
Strong Convergence ◽  
Age Dependent

scholarly journals Higher strong order methods for linear Itô SDEs on matrix Lie groups

2022 ◽  
Author(s):  
Michelle Muniz ◽  
Matthias Ehrhardt ◽  
Michael Günther ◽  
Renate Winkler
Keyword(s):  
Differential Equations ◽  
Strong Convergence ◽  
Lie Groups ◽  
General Procedure ◽  
Convergence Order ◽  
Financial Mathematics ◽  
Stochastic Version ◽  
Runge Kutta Method ◽  
Runge Kutta ◽  
Strong Order

AbstractIn this paper we present a general procedure for designing higher strong order methods for linear Itô stochastic differential equations on matrix Lie groups and illustrate this strategy with two novel schemes that have a strong convergence order of 1.5. Based on the Runge–Kutta–Munthe–Kaas (RKMK) method for ordinary differential equations on Lie groups, we present a stochastic version of this scheme and derive a condition such that the stochastic RKMK has the same strong convergence order as the underlying stochastic Runge–Kutta method. Further, we show how our higher order schemes can be applied in a mechanical engineering as well as in a financial mathematics setting.

scholarly journals Strong order 1/2 convergence of full truncation Euler approximations to the Cox–Ingersoll–Ross process

2018 ◽  
Vol 40 (1) ◽  
pp. 358-376 ◽  
Author(s):  
Andrei Cozma ◽  
Christoph Reisinger
Keyword(s):  
Exact Solution ◽  
Brownian Motion ◽  
Strong Convergence ◽  
Boundary Point ◽  
Optimal Rate ◽  
Model Parameters ◽  
Euler Scheme ◽  
Convergence Properties ◽  
Cir Process ◽  
Strong Order

Abstract We study convergence properties of the full truncation Euler scheme for the Cox–Ingersoll–Ross (CIR) process in the regime where the boundary point zero is inaccessible. Under some conditions on the model parameters (precisely, when the so-called Feller ratio is greater than three) we establish the strong order 1/2 convergence in $L^{p}$ of the scheme to the exact solution. For the global error criterion studied in this paper this is consistent with the optimal rate of strong convergence for approximations to the CIR process based on sequential evaluations of the driving Brownian motion.

Effects of Hyperoxia on Lung Utrastructure

1970 ◽  
Vol 28 ◽  
pp. 26-27
Author(s):  
Gladys Harrison
Keyword(s):  
Central Nervous System ◽  
Nervous System ◽  
Light Microscopy ◽  
Oxygen Effects ◽  
Age Dependent ◽  
The Central Nervous System ◽  
The Subject ◽  
Space Age ◽  
Alveolar Septa ◽  
Extensive Damage

With the advent of the space age and the need to determine the requirements for a space cabin atmosphere, oxygen effects came into increased importance, even though these effects have been the subject of continuous research for many years. In fact, Priestly initiated oxygen research when in 1775 he published his results of isolating oxygen and described the effects of breathing it on himself and two mice, the only creatures to have had the “privilege” of breathing this “pure air”.Early studies had demonstrated the central nervous system effects at pressures above one atmosphere. Light microscopy revealed extensive damage to the lungs at one atmosphere. These changes which included perivascular and peribronchial edema, focal hemorrhage, rupture of the alveolar septa, and widespread edema, resulted in death of the animal in less than one week. The severity of the symptoms differed between species and was age dependent, with young animals being more resistant.

1248: Impact of Surgical Treatment of Renal Carcinoma on Renal Function and Blood Pressure: A Race- and Age-Dependent Association

2007 ◽  
Vol 177 (4S) ◽  
pp. 411-412
Author(s):  
Javier Miller ◽  
Angela Smith ◽  
Kris Gunn ◽  
Erik Kouba ◽  
Eric M. Wallen ◽  
...  
Keyword(s):  
Blood Pressure ◽  
Renal Function ◽  
Surgical Treatment ◽  
Renal Carcinoma ◽  
Age Dependent
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