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Convergence of the semi-implicit Euler method for stochastic age-dependent population equations with Poisson jumps. (English) Zbl 1193.60089

Summary: We consider semi-implicit methods for stochastic age-dependent population equations with Poisson jumps. The main purpose of this paper is to show the convergence of the numerical approximation solution to the true solution with strong order \(p=\frac12\).

MSC:

60H35 Computational methods for stochastic equations (aspects of stochastic analysis)
65C30 Numerical solutions to stochastic differential and integral equations
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References:

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