Convergence of numerical solutions to stochastic age-structured population equations with diffusions and Markovian switching

DOI10.1016/j.amc.2010.01.073zbMath1202.92072OpenAlexW2061667326MaRDI QIDQ969138

Wan-Kai Pang, Ping-Kei Leung, Rong-Hua Li

Publication date: 11 May 2010

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2010.01.073

Mathematics Subject Classification ID

Related Items (8)

Split-step \(\theta\)-methods for stochastic age-dependent population equations with Markovian switching ⋮ Finite-time \(H_\infty\) control for a class of Markovian jump delayed systems with input saturation ⋮ Convergence of numerical solutions for a class of stochastic age-dependent capital system with random jump magnitudes ⋮ Convergence of numerical solutions for a class of stochastic age-dependent capital system with fractional Brownian motion ⋮ Convergence of numerical solutions to stochastic differential equations with Markovian switching ⋮ Existence and uniqueness, attraction for stochastic age-structured population systems with diffusion and Poisson jump ⋮ Numerical analysis for stochastic age-dependent population equations with Poisson jump and phase semi-Markovian switching ⋮ Stability and moment boundedness of the stochastic linear age-structured model

Cites Work

• Numerical analysis for stochastic age-dependent population equations with Poisson jumps
• Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching
• Convergence of numerical solutions to stochastic age-structured population system with diffusion
• Existence and uniqueness for a stochastic age-structured population system with diffusion
• Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching
• Continuous-time Markov chains. An applications-oriented approach
• Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching.
• Numerical solutions of stochastic differential delay equations under local Lipschitz condition
• Convergence of the semi-implicit Euler method for stochastic age-dependent population equations
• Convergence and stability of numerical solutions to SDDEs with Markovian switching
• Convergence of numerical solutions to stochastic age-dependent population equations
• 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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