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Numerical analysis for stochastic age-dependent population equations with Poisson jump and phase semi-Markovian switching

✍ Scribed by A. Rathinasamy; Baojian Yin; B. Yasodha

Publisher: Elsevier Science
Year: 2011
Tongue: English
Weight: 610 KB
Volume: 16
Category: Article
ISSN: 1007-5704
DOI: 10.1016/j.cnsns.2010.04.001

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✦ Synopsis

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 general cases. Finally, a numerical example is provided to illustrate the theoretical result of convergence.

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