Convergence of the split-step θ-method for stochastic age-dependent population equations with Poisson jumps

Jianguo Tan, A. Rathinasamy and Yongzhen Pei

Applied Mathematics and Computation, 2015, vol. 254, issue C, 305-317

Abstract: In this paper, a new split-step θ (SSθ) method for stochastic age-dependent population equations with Poisson jumps is constructed. The main aim of this paper is to investigate the convergence of the SSθ method for stochastic age-dependent population equations with Poisson jumps. It is proved that the proposed method is convergent with strong order 1/2 under given conditions. Finally, an example is simulated to verify the results obtained from theory, the results show that the SSθ method has better accuracy compared to the Euler method.

Keywords: Stochastic age-dependent population equations; Poisson jumps; Split-step θ-method; Convergence (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:254:y:2015:i:c:p:305-317

DOI: 10.1016/j.amc.2014.12.125

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