Recently, numerical solutions of stochastic differential equations have received a great deal of attention. Numerical approximation schemes are invaluable tools for exploring their properties. In this paper, we introduce a class of stochastic age-dependent (vintage) capital system with Poisson jumps
Exponential stability of numerical solutions to a stochastic age-structured population system with diffusion
โ Scribed by Qimin Zhang
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 442 KB
- Volume
- 220
- Category
- Article
- ISSN
- 0377-0427
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โฆ Synopsis
The main aim of this paper is to investigate the exponential stability of the Euler method for a stochastic age-structured population system with diffusion. The definition of exponential mean square stability of numerical method is introduced. It is proved that the Euler scheme is exponentially stable in mean square sense. An example is given for illustration.
๐ SIMILAR VOLUMES
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