Convergence of the semi-implicit Euler method for stochastic age-dependent population equations with Poisson jumps

DOI10.1016/j.apm.2009.10.016zbMath1193.60089OpenAlexW2028706148MaRDI QIDQ988965

Xiao-Jie Wang, La-Sheng Wang

Publication date: 27 August 2010

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2009.10.016

zbMATH Keywords

strong convergencePoisson jumpsstochastic age-dependent population equationssemi-implicit Euler method

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites Work

• Unnamed Item
• Numerical analysis for stochastic age-dependent population equations with Poisson jumps
• The dynamics of hierarchical age-structured populations
• Existence, uniqueness and exponential stability for stochastic age-dependent population
• Convergence of the semi-implicit Euler method for stochastic age-dependent population equations
• The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps

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