Split-step -methods for stochastic age-dependent population equations with Markovian switching

DOI10.1016/J.NONRWA.2011.10.010MaRDI QIDQ425979zbMATHOpenAlexFDO

Authors 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)

Recommendations

• 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
• Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations
• Convergence of numerical solutions to stochastic age-dependent population equations with Markovian switching
• Asymptotic stability of stochastic age-dependent population equations with Markovian switching

Cites work

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

Cited in

(15)

• Strong convergence of split-step backward Euler method for stochastic age-dependent capital system with Markovian switching
• Construction of positivity preserving numerical method for stochastic age-dependent population equations
• Existence and uniqueness, attraction for stochastic age-structured population systems with diffusion and Poisson jump
• Asymptotic mean-square boundedness of the numerical solutions of stochastic age-dependent population equations with Poisson jumps
• Convergence of numerical solutions for a class of stochastic age-dependent capital system with fractional Brownian motion
• Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with random jump magnitudes
• Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations
• A new convergence and positivity analysis of balanced Euler method for stochastic age‐dependent population equations
• Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with Poisson jumps and fractional Brownian motion
• Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Markovian switching and variable delay
• The convergence and stability of full discretization scheme for stochastic age-structured population models
• Mean-square dissipative methods for stochastic age-dependent capital system with fractional Brownian motion and jumps
• scientific article; zbMATH DE number 6452912 (Why is no real title available?)
• Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Poisson jumps
• The existence and asymptotic behaviour of energy solutions to stochastic age-dependent population equations driven by Levy processes

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