Split-step \(\theta\)-methods for stochastic age-dependent population equations with Markovian switching

DOI10.1016/j.nonrwa.2011.10.010zbMath1239.60066OpenAlexW2021540049MaRDI QIDQ425979

A. Rathinasamy

Publication date: 10 June 2012

Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.nonrwa.2011.10.010

zbMATH Keywords

convergenceMarkovian switchingsplit-step \(\theta \)-methodsstochastic age-dependent population equations

Mathematics Subject Classification ID

Population dynamics (general) (92D25) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (13)

The existence and asymptotic behaviour of energy solutions to stochastic age-dependent population equations driven by Levy processes ⋮ Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Markovian switching and variable delay ⋮ Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Poisson jumps ⋮ A new convergence and positivity analysis of balanced Euler method for stochastic age‐dependent population equations ⋮ 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 ⋮ Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with random jump magnitudes ⋮ Convergence of numerical solutions for a class of stochastic age-dependent capital system with fractional Brownian motion ⋮ Construction of positivity preserving numerical method for stochastic age-dependent population equations ⋮ The convergence and stability of full discretization scheme for stochastic age-structured population models ⋮ Existence and uniqueness, attraction for stochastic age-structured population systems with diffusion and Poisson jump ⋮ Mean-square dissipative methods for stochastic age-dependent capital system with fractional Brownian motion and jumps ⋮ Strong convergence of the split-stepθ-method for stochastic age-dependent population equations

Cites Work

• Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations
• Numerical analysis for stochastic age-dependent population equations with Poisson jump and phase semi-Markovian switching
• Stability of the split-step backward Euler scheme for stochastic delay integro-differential equations with Markovian switching
• Split-step forward methods for stochastic differential equations
• Numerical analysis for stochastic age-dependent population equations with Poisson jumps
• Convergence of numerical solutions to stochastic age-structured population system with diffusion
• Convergence of numerical solutions to stochastic age-structured population equations with diffusions and Markovian switching
• Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations
• Convergence of the semi-implicit Euler method for stochastic age-dependent population equations with Poisson jumps
• Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching
• Convergence of numerical solutions to stochastic age-dependent population equations with Markovian switching
• The exact solution of nonlinear age-structured population model
• Convergence of the semi-implicit Euler method for stochastic age-dependent population equations
• Convergence of numerical solutions to stochastic age-dependent population equations
• Numerical analysis for stochastic age-dependent population equations
• Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

This page was built for publication: Split-step \(\theta\)-methods for stochastic age-dependent population equations with Markovian switching