Convergence of numerical solutions to stochastic age-dependent population equations with Markovian switching
From MaRDI portal
Publication:1034658
DOI10.1016/j.cam.2009.08.113zbMath1180.65008OpenAlexW2055090968MaRDI QIDQ1034658
Wan-Kai Pang, Ping-Kei Leung, Rong-Hua Li
Publication date: 6 November 2009
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2009.08.113
Population dynamics (general) (92D25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items
Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Markovian switching and variable delay ⋮ A hierarchical kinetic theory of birth, death and fission in age-structured interacting populations ⋮ Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Poisson jumps ⋮ Asymptotic stability of stochastic age-dependent population equations with Markovian switching ⋮ Split-step \(\theta\)-methods for stochastic age-dependent population equations with Markovian switching ⋮ Mean-square stability of stochastic age-dependent delay population systems with jumps ⋮ Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching ⋮ Convergence of numerical solutions for a class of stochastic age-dependent capital system with random jump magnitudes ⋮ The asymptotic stability of numerical analysis for stochastic age-dependent cooperative Lotka-Volterra system ⋮ Unnamed Item ⋮ On the exponential stability of switching-diffusion processes with jumps ⋮ Numerical analysis for stochastic age-dependent population equations with Poisson jump and phase semi-Markovian switching ⋮ Strong convergence of the split-stepθ-method for stochastic age-dependent population equations
Cites Work
- Unnamed Item
- Numerical analysis for stochastic age-dependent population equations with Poisson jumps
- Exponential stability of numerical solutions to stochastic age-dependent population equations
- Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching
- Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching
- Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching.
- Stability of stochastic differential equations with Markovian switching
- Existence, uniqueness and exponential stability for stochastic age-dependent population
- Numerical solutions of stochastic differential delay equations under local Lipschitz condition
- Stochastic differential delay equations with Markovian switching
- Convergence of the semi-implicit Euler method for stochastic age-dependent population equations
- Convergence and stability of numerical solutions to SDDEs with Markovian switching
- Convergence of numerical solutions to stochastic age-dependent population equations
- Some remarks on the duality of continuous time markov chains