Convergence of numerical solutions to stochastic age-structured population system with diffusion

摘要

In this paper, stochastic age-structured population system with diffusion, are studied. In general, most of stochastic age-structured population system with diffusion 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. (c) 2006 Elsevier Inc. All rights reserved.