Convergence of Numerical Solutions to Stochastic Age-Dependent Population Equations Driven by Non-Gaussian Noise1

نویسندگان

  • Mao Wei
  • Xiu Jing
چکیده

It presents and analyzes the Euler methods for stochastic age-dependent population equations driven by Poisson random jump measure; Under the Local Lipschitz condition, we prove that the Euler approximation solution converges to the exact solution in the mean-square sense. An example is given to illustrates our results.

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تاریخ انتشار 2010