期刊文献+

非Lipschitz条件下Levy过程驱动的混合种群方程的近似解 被引量:1

Approximate solutions of hybrid age-dependent population equations driven by Levy process under non-Lipschitz condition
下载PDF
导出
摘要 研究Levy过程扰动的混合种群方程的Euler近似解,在非Lipschitz条件下证明Euler近似解L2意义下收敛于解析解,从而推广已有的某些结果. Euler approximate solutions of hybrid age-dependent population equations with Levy process disturbance were studied and it was proved that the Euler approximate solutions would converge to the analytical solutions in L2 sense under non-Lipschitz condition, so that some known results were generalized.
作者 毛伟
出处 《兰州理工大学学报》 CAS 北大核心 2013年第4期143-149,共7页 Journal of Lanzhou University of Technology
基金 国家自然科学基金(11102076,11202085) 江苏省高校自然科学研究项目(13KJB110005) 院级课题(Jsie2011zd04) 江苏省青蓝工程 江苏省政府留学奖学金的资助
关键词 混合种群方程 Levy跳 Euler近似解 非LIPSCHITZ条件 hybrid age-dependent population equation Levy jump Euler approximate solution non-Lip- schitz condition
  • 相关文献

参考文献10

  • 1ZHANG Q M, LIU W A, NIE Z K. Existence, uniqueness and exponential stability for stochastic agedependent population [J]. Appl Math Comput, 2004,154 183-201.
  • 2ZHANG Q M, HAN C Z. Convergence of numerical solutions to stochastic age- structured population system with diffusion [J] Appl Math Comput, 2007 t 186 s 1234-1242.
  • 3LI R H,MENG H B, CHANG O1, Convergence of numerical solutions to stochastic age-dependent population equations [J]. J Comput Appl Math, 2006,193,109-120.
  • 4LI R H,LEUNG P,PANG W K,Convergence of numerical so- lutions to stochastic age-dependent population equations with Markovien switching[J]. J Comput Appl Math, 2009, 233, 1046-1055.
  • 5LI R H,PANG W K,WANG Q H. Numerical analysis for sto- chastic age-dependent population equations with Poisson jumps [J]. J Math Anal Appl, 2007,327,1214-1224.
  • 6PANG W K,LI R H, LIU M. Exponential stability of numeri- caJ solutions to stochastic age-dependent population equations [J]. Kppl Math Comlmt, 2006,183 152-159.
  • 7ZHANG Q M. Exponential stability of numerical solutions to a stochastic sge-structured population system with diffusion [J]. J Comput Appl Math,2008,22022-33.
  • 8IKEDA N, WATANABLE S. Stochastic differential equations and diffusion procees [M]. Amsterdam: North-Holland Pub- lishing Company, 1989.
  • 9MAO X R, YUAN C G. Stochastic differential equations with markovian switching [M]. London, Impml College Press, 2006.
  • 10BIHARI L A generalization of a hmma of Bellman and its ap- plication to uniqueness problem of differential equations [J]. Acta Math Acad Sci Hungar, 1956,7:71-94.

同被引文献12

  • 1NORRIS J R,ROGERS L C G,WILLIAMS D.Self-avoiding random walk:A Brownian motion model with local time drift[J].Probab Theory Related Fields,1987,74:271-287.
  • 2CARMONA P ,PETIT F,YOR M.Beta variables as times spent in[0,\infty) by certain perturbed Brownian motions[J].J London Math Soc,1998,58:239-256.
  • 3CHAUMONT L,DONEY R A.Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion[J].Probab Theory Related Fields,1999,113:519-534.
  • 4CHAUMONT L,DONEY R A.Some calculations for doubly perturbed Brownian motion[J].Stochastic Process Appl,2000,85:61-74.
  • 5CHAUMONT L,DONEY R A,HU Y.Upper and lower limits of doubly perturbed Brownian motion[J].Ann Inst H Poincaré Probab Statist,2000,36:219-249.
  • 6DAVIS B.Weak limits of perturbed random walks and the equation Yt=Bt+αmax0≤s≤t Ys+βmin0≤s≤t Ys[J].Ann Probab,1997,24:2007-2023.
  • 7DAVIS B.Brownian motion and random walk perturbed at extrema,Probab Theory Related Fields[J].1999,113:501-518.
  • 8DONEY R A.Some calculations for perturbed Brownian motion,Séminaire de Probabilités XXXII,Lecture Notes in Math[M].Berlin:Springer Berlin Heidelberg,1998:231-236.
  • 9DONEY R A,ZHANG T.Perturbed Skorohod equations and perturbed reflected diffusion processes,Ann Inst H Poincaré Probab Statist[J].2005,41:107-121.
  • 10HU LY,REN Y.Doubly perturbed neutral stochastic functional equations,J Comput Appl Math[J].2009,231:319-326.

引证文献1

二级引证文献1

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部