Numerical analysis for stochastic age-dependent population equations with Poisson jumps |
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| Authors: | Ronghua Li WK Pang |
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| Institution: | a Department of Applied Mathematics, Petroleum University, Dongying 257061, Shandong, PR China
b Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong, PR China |
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| Abstract: | In this paper, stochastic age-dependent population equations with Poisson jumps are considered. In general, most of stochastic age-dependent population equations with jumps do not have explicit solutions, thus numerical approximation schemes are invaluable tools for exploring their properties. The main purpose of this paper is to develop a numerical Euler scheme and show the convergence of the numerical approximation solution to the true solution. |
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| Keywords: | Stochastic age-dependent population equation Poisson jumps Discrete time approximation Strong convergence |
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