Numerical analysis for stochastic age-dependent population equations with fractional Brownian motion

DOI10.1016/j.cnsns.2011.08.025zbMath1245.35156OpenAlexW1963991798MaRDI QIDQ430501

Chongzhao Han, Wei-jun Ma, Qi-min Zhang

Publication date: 21 June 2012

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2011.08.025

zbMATH Keywords

Lyapunov functionfractional Brownian motionnumerical solutionEuler approximationstochastic age-dependent population

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (8)

The existence and asymptotic behaviour of energy solutions to stochastic age-dependent population equations driven by Levy processes ⋮ Asymptotic stability of stochastic age-dependent population equations with Markovian switching ⋮ Asymptotic mean-square boundedness of the numerical solutions of stochastic age-dependent population equations with Poisson jumps ⋮ Mean-square stability of stochastic age-dependent delay population systems with jumps ⋮ Convergence analysis of semi-implicit Euler methods for solving stochastic age-dependent capital system with variable delays and random jump magnitudes ⋮ Convergence of numerical solutions for a class of stochastic age-dependent capital system with fractional Brownian motion ⋮ The convergence and stability of full discretization scheme for stochastic age-structured population models ⋮ Optimal control of stochastic system with fractional Brownian motion

Cites Work

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• Numerical analysis for stochastic age-dependent population equations
• An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter.
• Stochastic Partial Differential Equations with Levy Noise
• On the use of the direct matrix product in analysing certain stochastic population models

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