Numerical analysis for stochastic age-dependent population equations with Poisson jump and phase semi-Markovian switching |
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| Institution: | 1. School of Mathematics, Shandong University, Jinan 250100, PR China;2. School of Science, Shan dong University of Technology, Zibo 255049, PR China;1. Sorbonne Université, CNRS, Laboratoire d’Informatique de Paris 6, LIP6, Paris F-75005, France;2. Université Panthéon-Assas, 12 place du Panthéon, Paris, F-75005, France;3. EDF R&D, 7 boulevard Gaspard Monge, Palaiseau, F-91120, France;1. School of Mathematics and Statistics, Henan University, Kaifeng 475001, China;2. Department of Applied Mathematics, Illinois Institute of Technology, RE-208, 10 W 32nd St, Chicago IL 60616, USA;3. Department of Mathematics, University of Illinois, Urbana IL 61801, USA |
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| Abstract: | 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 Ronghua et al. (2009) 2] and Wang and Wang (2010) 3] 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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