Numerical analysis for stochastic age-dependent population equations with Poisson jumps (Q860657): Difference between revisions

Stochastic age-dependent population equations with diffusion term and Poisson jumps are considered. Under Lipschitz, boundedness and coercivity conditions, existence and uniqueness of a strong solution are proved as in previous works without jump term. The point under consideration is the proposal of an iterative numerical scheme and its convergence. The approximate solution is shown to converge to the true solution. As the scheme involves an implicit equation, it should be difficult to carry out a numerical simulation; this question is not tackled.