首先给出了一类带分数Brown运动的固定资产系统,并给出了相应的补偿倒向Euler法.其次,在漂移系数满足单边Lipschitz条件,且扩散系数满足有界条件下,建立了补偿倒向Euler数值解均方渐近有界性的判定准则.最后通过算例对文章的结论进行了验证.
In this paper, we introduce a class of compensated backward Euler meth- ods for stochastic age-dependent capital system with fractional Brownian motion and jumps. Under the one-sided Lipschitz condition on the drift coefficient and the bounded condition on the diffusion coefficients, we obtain the asymptotic mean-square boundedness of the compensated backward Euler numerical solution of stochastic cap- ital system with fractional Brownian motion and jumps. Finally, an example is given for verifying the algorithm of this paper.