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
Convergence of the semi-implicit Euler method for stochastic age-dependent population equations with Poisson jumps
โ Scribed by Lasheng Wang; Xiaojie Wang
- Publisher
- Elsevier Science
- Year
- 2010
- Tongue
- English
- Weight
- 584 KB
- Volume
- 34
- Category
- Article
- ISSN
- 0307-904X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
In this paper, we study the following stochastic equations with variable delays and random jump magnitudes: We establish the semi-implicit Euler approximate solutions for the above systems and prove that the approximate solutions converge to the analytical solutions in the meansquare sense as well
In the literature [1] [Existence and uniqueness of the solutions and convergence of semiimplicit Euler methods for stochastic pantograph equation, J. Math. Anal. Appl. 325 (2007Appl. 325 ( ) 1142Appl. 325 ( -1159]], Fan and Liu investigated the existence and uniqueness of the solution for stochastic
We are concerned with estimating parameter values at which bifurcations occur in stochastic delay differential equations. After a brief review of bifurcation, we employ a numerical approach and consider how bifurcation values are influenced by the choice of numerical scheme and the step length and b