Convergence of numerical solutions to stochastic age-dependent population equations with Markovian switching

Authors:
Ronghua Li;Ping-kei Leung;Wan-kai Pang
Affiliations:
Department of Statistics, China University of Petroleum, Dongying 257061, Shandong, PR China and Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Ko ...;Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong;Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong
Venue:
Journal of Computational and Applied Mathematics
Year:
2009

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Abstract

In this paper, a class of stochastic age-dependent population equations with Markovian switching is considered. The main aim of this paper is to investigate the convergence of the numerical approximation of stochastic age-dependent population equations with Markovian switching. It is proved that the numerical approximation solutions converge to the analytic solutions of the equations under the given conditions. An example is given for illustration.