Article ID Journal Published Year Pages File Type
4623097 Journal of Mathematical Analysis and Applications 2007 11 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Analysis