A note on approximate controllability of second-order impulsive stochastic Volterra-Fredholm integrodifferential system with infinite delay

Ma, Youjie; Johnson, M.; Vijayakumar, V.; Radhika, T.; Shukla, Anurag; Nisar, Kottakkaran Sooppy

doi:10.1016/j.jksus.2023.102637

Cited by 6 publications

(2 citation statements)

References 31 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…In [9], the existence of nonlocal impulsive fractional integro-differential equations of order 1 < r < 2 with infinite delay has been investigated. Approximate controllability of a second-order Volterra-Fredholm stochastic differential integral system including delay and impulses is investigated by Ma et al [10]. Wu and Gan [11] applied linear multistep methods with convergent quadrature rules to solve singularly perturbed Volterra delay-integro-differential equations and derived global error estimates of A(α)-stable linear multistep methods.…”

Section: Introductionmentioning

confidence: 99%

A second order numerical method for singularly perturbed Volterra integro-differential equations with delay

Erdoğan

2023

International Journal of Mathematics and Computer in Engineering

View full text Add to dashboard Cite

This study deals with singularly perturbed Volterra integro-differential equations with delay. Based on the properties of the exact solution, a hybrid difference scheme with appropriate quadrature rules on a Shishkin-type mesh is constructed. It is proved by using the truncation error estimate techniques and a discrete analogue of Grönwall’s inequality that the hybrid finite difference scheme is almost second order accurate in the discrete maximum norm. Numerical experiments support these theoretical results and indicate that the estimates are sharp.

show abstract

Section: Introductionmentioning

confidence: 99%

A second order numerical method for singularly perturbed Volterra integro-differential equations with delay

Erdoğan

2023

International Journal of Mathematics and Computer in Engineering

View full text Add to dashboard Cite

show abstract

“…Stochastic processes are commonly used to model the uncertainty in the financial market. For further study of stochastic processes, we refer interested readers to [14][15][16][17][18][19][20]. In our paper, we assume that the pension manager is allowed to invest in two types of assets: the bond and the stock.…”

Section: Introductionmentioning

confidence: 99%

Optimal Defined Contribution Pension Management with Jump Diffusions and Common Shock Dependence

Zhang¹,

Tian²

2023

Mathematics

View full text Add to dashboard Cite

This work deals with an optimal asset allocation problem for a defined contribution (DC) pension plan during its accumulation phase. The contribution rate is assumed to be proportional to the individual’s salary. The salary follows a Heston stochastic volatility model with jumps, and there exists common shock dependence between the salary and the volatility. Since the time horizon of pension management is quite long, the influence of inflation is considered in the given context. The aim of the pension plan described in this paper is to reduce fluctuations in terminal wealth by investing in the bond and the stock. Through the dynamic programming principle, the Hamilton–Jacobi–Bellman equation is shown. The explicit expression of the investment decision is derived by solving the Hamilton–Jacobi–Bellman equation. In the last part, a numerical analysis is shown to illustrate the impacts of different parameters on the optimal investment policy.

show abstract

Integro-differential equations: Numerical solution by a new operational matrix based on fourth-order hat functions

Mohammed

Khudair

2023

Partial Differential Equations in Applied Mathematics

View full text Add to dashboard Cite

A note on approximate controllability of second-order impulsive stochastic Volterra-Fredholm integrodifferential system with infinite delay

Cited by 6 publications

References 31 publications

A second order numerical method for singularly perturbed Volterra integro-differential equations with delay

A second order numerical method for singularly perturbed Volterra integro-differential equations with delay

Optimal Defined Contribution Pension Management with Jump Diffusions and Common Shock Dependence

Integro-differential equations: Numerical solution by a new operational matrix based on fourth-order hat functions

Contact Info

Product

Resources

About