Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching
β Scribed by Zhenting Hou; Jinying Tong; Zhenzhong Zhang
- Book ID
- 108057006
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 237 KB
- Volume
- 33
- Category
- Article
- ISSN
- 0307-904X
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π SIMILAR VOLUMES
In this paper, we shall examine the convergence of semi-implicit Euler approximation for stochastic age-dependent population equations with Poisson jump and phase semi-Markovian switching. Here, the main ideas from the papers [2] and Wang and Wang (2010) are successfully developed to the more gene
Stochastic differential equations with Markovian switching (SDEwMSs), one of the important classes of hybrid systems, have been used to model many physical systems that are subject to frequent unpredictable structural changes. The research in this area has been both theoretical and applied. Most of