Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Markovian switching and variable delay

DOI10.1016/j.apnum.2018.12.014zbMath1415.92147OpenAlexW2910014611MaRDI QIDQ2633519

Xuerong Mao, Shounian Deng, Weiyin Fei, Yong Liang

Publication date: 9 May 2019

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://strathprints.strath.ac.uk/66527/

zbMATH Keywords

strong convergenceItô formulaMarkovian switchingsplit-step \(\theta\)-methodstochastic delay age-dependent population equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Population dynamics (general) (92D25)

Related Items (7)

Strong convergence and stability of the split-step theta method for highly nonlinear neutral stochastic delay integro differential equation ⋮ The truncated EM method for stochastic differential equations with Poisson jumps ⋮ Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations ⋮ Strong convergence of the tamed Euler method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments ⋮ The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients ⋮ 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

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