Numerical analysis for stochastic age-dependent population equations with Poisson jumps

DOI10.1016/J.JMAA.2006.04.091MaRDI QIDQ860657zbMATH OpenOpenAlexFDO

Authors Wankai Pang, Qinghe Wang, Ronghua Li

Publication date 9 January 2007

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2006.04.091

zbMATH Keywords

strong convergencePoisson jumpsdiscrete time approximationstochastic age-dependent population equation

Mathematics Subject Classification ID

Population dynamics (general) (92D25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Recommendations

• Numerical analysis of a stochastic age-structured population equation with Poisson jumps in Banach spaces
• Numerical analysis for stochastic age-dependent population equations
• Numerical analysis for stochastic age-dependent population equations with Poisson jump and phase semi-Markovian switching
• Convergence of numerical solutions to stochastic age-dependent population equations driven by non-Gaussian noise
• scientific article; zbMATH DE number 5812573

Cites work

• Convergence of numerical solutions to stochastic age-dependent population equations
• Convergence of numerical solutions to stochastic delay differential equations with jumps
• Existence, uniqueness and exponential stability for stochastic age-dependent population
• On the use of the direct matrix product in analysing certain stochastic population models
• Option pricing when underlying stock returns are discontinuous
• The compound option approach to American options on jump-diffusions
• The dynamics of hierarchical age-structured populations

Cited in

(34)

• Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with random jump magnitudes
• Mean-square dissipative methods for stochastic age-dependent capital system with fractional Brownian motion and jumps
• Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps
• Convergence of numerical solutions to stochastic age-dependent population equations driven by non-Gaussian noise
• Convergence of the stochastic age-structured population system with diffusion
• Mean-square dissipativity of two numerical methods for stochastic age-dependent population equations with jumps
• The convergence and stability of full discretization scheme for stochastic age-structured population models
• Numerical analysis for stochastic age-dependent population equations with Poisson jump and phase semi-Markovian switching
• Split-step \(\theta\)-methods for stochastic age-dependent population equations with Markovian switching
• Numerical analysis for stochastic age-dependent population equations with fractional Brownian motion
• Convergence of numerical solutions to stochastic age-structured population equations with diffusions and Markovian switching
• Convergence of the semi-implicit Euler method for stochastic age-dependent population equations with Poisson jumps
• Numerical simulations based on POD for stochastic age-dependent system of two species
• Numerical analysis for neutral stochastic differential equations with Poisson jump
• Convergence of the split-step -method for stochastic age-dependent population equations with Poisson jumps
• scientific article; zbMATH DE number 5812573 (Why is no real title available?)
• A numerical approximate scheme for stochastic age-dependent population equations
• The numerical algorithm for stochastic age-dependent population system with Lévy noise in a polluted environment
• Modeling a stochastic age-structured capital system with Poisson jumps using neural networks
• Asymptotic mean-square boundedness of the numerical solutions of stochastic age-dependent population equations with Poisson jumps
• Convergence of numerical solutions to stochastic age-dependent population equations with Markovian switching
• Taylor approximation of the solution of age-dependent stochastic delay population equations with Ornstein-Uhlenbeck process and Poisson jumps
• Convergence of numerical solutions for a class of stochastic age-dependent capital system with random jump magnitudes
• Stochastic population control and RSDE with jumps
• Existence and uniqueness, attraction for stochastic age-structured population systems with diffusion and Poisson jump
• Numerical analysis of a stochastic age-structured population equation with Poisson jumps in Banach spaces
• Numerical analysis for stochastic age-dependent population equations
• scientific article; zbMATH DE number 7640685 (Why is no real title available?)
• Numerical simulations and modeling for stochastic biological systems with jumps
• A positivity-preserving numerical algorithm for stochastic age-dependent population system with Lévy noise in a polluted environment
• scientific article; zbMATH DE number 6672578 (Why is no real title available?)
• Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching
• Construction of positivity preserving numerical method for stochastic age-dependent population equations
• The asymptotic stability of numerical analysis for stochastic age-dependent cooperative Lotka-Volterra system

This page was built for publication: Numerical analysis for stochastic age-dependent population equations with Poisson jumps

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q860657)