AbstractIn this paper, stochastic age-dependent population equations with Poisson jumps are considered. In general, most of stochastic age-dependent population equations with jumps 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 Euler scheme and show the convergence of the numerical approximation solution to the true solution
A class of semi-implicit methods is introduced for stochastic age-dependent population equations. It...
In this paper, we consider a generalized Ait-Sahalia interest rate model with Poisson jumps in finan...
AbstractThe main aim of this paper is to investigate the exponential stability of the Euler method f...
In this paper, stochastic age-dependent population equations with Poisson jumps are considered. In g...
AbstractIn this paper, stochastic age-dependent population equations with Poisson jumps are consider...
AbstractIn this paper, stochastic age-dependent population equations, one of the important classes o...
AbstractWe consider semi-implicit methods for stochastic age-dependent population equations with Poi...
AbstractRecently, numerical solutions of stochastic differential equations have received a great dea...
AbstractIn this paper, a class of stochastic age-dependent population equations with Markovian switc...
Numerical approximation is a vital method to investigate the properties of stochastic age-dependent ...
The main aim of this paper is to investigate the exponential stability of the Euler method for a sto...
We present a stochastic age-dependent population model that accounts for Markovian switching and var...
In this paper, it is considered for a class of stochastic age-structured population equations with d...
Abstract Most stochastic age-dependent capital systems cannot be solved explicitly, so it is necessa...
University of Technology, Sydney. Faculty of Business.This thesis concerns the design and analysis o...
A class of semi-implicit methods is introduced for stochastic age-dependent population equations. It...
In this paper, we consider a generalized Ait-Sahalia interest rate model with Poisson jumps in finan...
AbstractThe main aim of this paper is to investigate the exponential stability of the Euler method f...
In this paper, stochastic age-dependent population equations with Poisson jumps are considered. In g...
AbstractIn this paper, stochastic age-dependent population equations with Poisson jumps are consider...
AbstractIn this paper, stochastic age-dependent population equations, one of the important classes o...
AbstractWe consider semi-implicit methods for stochastic age-dependent population equations with Poi...
AbstractRecently, numerical solutions of stochastic differential equations have received a great dea...
AbstractIn this paper, a class of stochastic age-dependent population equations with Markovian switc...
Numerical approximation is a vital method to investigate the properties of stochastic age-dependent ...
The main aim of this paper is to investigate the exponential stability of the Euler method for a sto...
We present a stochastic age-dependent population model that accounts for Markovian switching and var...
In this paper, it is considered for a class of stochastic age-structured population equations with d...
Abstract Most stochastic age-dependent capital systems cannot be solved explicitly, so it is necessa...
University of Technology, Sydney. Faculty of Business.This thesis concerns the design and analysis o...
A class of semi-implicit methods is introduced for stochastic age-dependent population equations. It...
In this paper, we consider a generalized Ait-Sahalia interest rate model with Poisson jumps in finan...
AbstractThe main aim of this paper is to investigate the exponential stability of the Euler method f...