Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Poisson jumps

DOI10.1016/J.AMC.2014.12.125zbMath1410.65011OpenAlexW2040608914MaRDI QIDQ1643373

Yongzhen Pei, A. Rathinasamy, Jian-Guo Tan

Publication date: 19 June 2018

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2014.12.125

zbMATH Keywords

convergencePoisson jumpsstochastic age-dependent population equationssplit-step \(\theta\)-method

Mathematics Subject Classification ID

Population dynamics (general) (92D25) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (6)

Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Markovian switching and variable delay ⋮ Asymptotic mean-square boundedness of the numerical solutions of stochastic age-dependent population equations with Poisson jumps ⋮ Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with Poisson jumps and fractional Brownian motion ⋮ Approximation of invariant measure for a stochastic population model with Markov chain and diffusion in a polluted environment ⋮ The convergence and stability of full discretization scheme for stochastic age-structured population models ⋮ Taylor approximation of the solution of age-dependent stochastic delay population equations with Ornstein-Uhlenbeck process and Poisson jumps

Cites Work

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• The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps

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