Convergence of numerical solutions to stochastic age-structured population equations with diffusions and Markovian switching

摘要

In this paper, it is considered for a class of stochastic age-structured population equations with diffusions and Markovian switching. Most kind of equations are nonlinear and cannot be solved explicitly, so the construction of efficient computational methods is of great importance. The main aim of this paper is to develop a numerical scheme and investigate the convergence of numerical approximation. An example is given for illustration.