CONVERGENCE OF THE SEMI-IMPLICIT EULER METHOD FOR STOCHASTIC AGE-DEPENDENT POPULATION EQUATIONS WITH POISSON JUMPS

摘要：

We consider semi-implicit methods for stochastic age-dependent population equations with Poisson jumps. The main purpose of this paper is to show the convergence of the numerical approximation solution to the true solution with strong order P=1/2.

关键词： Stochastic age-dependent population equations Semi-implicit Euler method Strong convergence Poisson jumps

作者: By Lasheng Wang JieSun BinHuang

作者单位: School of Science, Xian Polytechnic University

会议类型: 国际会议

会议名称: 2008年国际应用统计学术研讨会(2008 International Institute of Applied Statistics Studies)

会议地点: 烟台

会议语种:英文

页码: 1-8

在线出版日期: 2008-08-14（万方平台首次上网日期，不代表论文的发表时间）