Pth Moment Dissipativity of Backward Euler Method for Stochastic Age-Dependent Capital Systems
The pth moment dissipativity issue for a class of stochastic age-dependent capital systems under one-sided Lipschitz condition is discussed using the backward Euler method.The mean-square dissipativity issue is derived without any restriction on stepsize when,while for,the pth moment dissipativity is obtained under a finite stepsize condition.In the end of paper,one numerical example with simulation is presented to illustrate the effectiveness and feasibility of the derived theoretical results.
stochastic age-dependent capital systempth moment dissipativitymean-square dissipativitybackward Euler method
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