Convergence of the split-step theta-method for stochastic age-dependent population equations with Markovian switching and variable delay

doi:10.1016/j.apnum.2018.12.014

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	Convergence of the split-step theta-method for stochastic age-dependent population equations with Markovian switching and variable delay
	Deng, Shounian 1,2; Fei, Weiyin 2; Liang, Yong 3; Mao, Xuerong 4
刊名	APPLIED NUMERICAL MATHEMATICS
	2019-05
卷号	139 页码:15-37
关键词	Stochastic delay age-dependent population equations Split-step theta-method Strong convergence Markovian switching Ito formula
ISSN号	0168-9274
DOI	10.1016/j.apnum.2018.12.014
英文摘要	We present a stochastic age-dependent population model that accounts for Markovian switching and variable delay. By using the approximate value at the nearest grid point on the left of the delayed argument to estimate the delay function, we propose a class of split-step theta-method for solving stochastic delay age-dependent population equations (SDAPEs) with Markovian switching. We show that the numerical method is convergent under the given conditions. Numerical examples are provided to illustrate our results. (C) 2019 IMACS. Published by Elsevier B.V. All rights reserved.
WOS研究方向	Mathematics
语种	英语
出版者	ELSEVIER SCIENCE BV
WOS记录号	WOS:000459528800002
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/278]
专题	上海财经大学
通讯作者	Fei, Weiyin
作者单位	1.Nanjing Univ Sci & Technol, Sch Sci, Nanjing 210094, Jiangsu, Peoples R China; 2.Anhui Polytech Univ, Sch Math & Phys, Wuhu 24100, Anhui, Peoples R China; 3.Shanghai Univ Finance & Econ, Sch Math, Shanghai 200433, Peoples R China; 4.Univ Strathclyde, Dept Math & Stat, Glasgow G1 1XH, Lanark, Scotland
推荐引用方式 GB/T 7714	Deng, Shounian,Fei, Weiyin,Liang, Yong,et al. Convergence of the split-step theta-method for stochastic age-dependent population equations with Markovian switching and variable delay[J]. APPLIED NUMERICAL MATHEMATICS,2019,139:15-37.
APA	Deng, Shounian,Fei, Weiyin,Liang, Yong,&Mao, Xuerong.(2019).Convergence of the split-step theta-method for stochastic age-dependent population equations with Markovian switching and variable delay.APPLIED NUMERICAL MATHEMATICS,139,15-37.
MLA	Deng, Shounian,et al."Convergence of the split-step theta-method for stochastic age-dependent population equations with Markovian switching and variable delay".APPLIED NUMERICAL MATHEMATICS 139(2019):15-37.