Analysis of Numerical Solutions to Stochastic Age-Dependent Population Equations

摘要

In this paper, stochastic age-dependent population equations, one of the important classes of hybrid systems, are studied. In general, most of stochastic age-dependent population equations 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 scheme and show the convergence of the numerical approximation solution to the true solution.