Taylor approximation of the solution of age-dependent stochastic delay population equations with Ornstein-Uhlenbeck process and Poisson jumps (Q2050054)

A Taylor approximation scheme for a class of age-dependent stochastic age-dependent population equations with mean-reverting Ornstein-Uhlenbeck (OU) process and Poisson jumps is presented, new numerical approximation is developed to investigate the properties of this stochastic age-dependent population systems. In case that the coefficients of drift and diffusion are Taylor approximations, it was proved that the numerical solutions converge to the exact solutions for these equations, the convergence order of the numerical scheme and numerical simulations are also given.