Contents 《生物数学丛书》序 Preface Chapter 1 Introduction 1 1.1 Introduction 1 1.2 Basic notations of probability theory 2 1.3 Stochastic processes 9 1.4 Brownian motions 15 1.5 Stochastic integrals 18 1.6 It?o’s formula 31 1.7 Moment inequalities 40 1.8 Gronwall-type inequalities 45 Chapter 2 Existence, uniqueness and exponential stability for stochastic age-dependent population 48 2.1 Introduction 48 2.2 Assumptions and preliminaries 49 2.3 Existence and uniqueness of solutions 52 2.3.1 Uniqueness of solutions 52 2.3.2 Existence of strong solutions 53 2.4 Stability of strong solutions 59 Chapter 3 Existence and uniqueness for stochastic age-structured population system with diffusion 64 3.1 Introduction 64 3.2 Euler approximation and main result 66 3.3 Existence and uniqueness of solutions 68 3.3.1 Uniqueness of solutions 68 3.3.2 Existence of strong solutions 70 3.4 Numerical simulation example 76 Chapter 4 Existence and uniqueness for stochastic age-dependent population with fractional Brownian motion 79 4.1 Introduction 79 4.2 Preliminaries 81 4.3 Existence and uniqueness of solutions 84 Chapter 5 Convergence of the Euler scheme for stochastic functional partial differential equations 90 5.1 Introduction 90 5.2 Preliminaries and the Euler approximation 91 5.3 The main results 93 5.4 Numerical simulation example 99 Chapter 6 Numerical analysis for stochastic age-dependent population equations 101 6.1 Introduction 101 6.2 Preliminaries and the Euler approximation 102 6.3 The main results 105 Chapter 7 Convergence of numerical solutions to stochastic age-structured population system with diffusion 116 7.1 Introduction 116 7.2 Preliminaries and approximation 118 7.3 The main results 121 7.4 Numerical simulation example 126 Chapter 8 Exponential stability of numerical solutions to a stochastic age-structured population system with diffusion 128 8.1 Introduction 128 8.2 Preliminaries and Euler approximation 130 8.3 The main results 132 8.4 Numerical simulation example 137 Chapter 9 Numerical analysis for stochastic age-dependent population equations with fractional Brownian motion 140 9.1 Introduction 140 9.2 Preliminaries and the Euler approximation 141 9.3 The main results 144 9.4 Numerical simulation example 154 Chapter 10 Convergence of the semi-implicit Euler method for stochastic age-dependent population equations with Markovian switching 156 10.1 Introduction 156 10.2 Preliminaries and semi-implicit approximation 157 10.3 Several lemmas 159 10.4 Main results 165 Chapter 11 Convergence of numerical solutions to stochastic age-dependent population equations with Poisson jump and Markovian switching 170 11.1 Introduction 170 11.2 Preliminaries and semi-implicit approximation 171 11.3 Several lemmas 173 11.4 Main results 179 Chapter 12 Numerical analysis for stochastic delay neural networks with Poisson jump 184 12.1 Introduction 184 12.2 Preliminaries and the Euler approximation 185 12.3 The main results 187 12.4 Numerical simulation example 195 Chapter 13 Convergence of numerical solutions to stochastic delay neural networks with Poisson jump and Markov switching 197 13.1 Introduction 197 13.2 Preliminaries and the Euler approximation 198 13.3 Lemmas and corollaries 201 13.4 Convergence with the local Lipschitz condition 205 Chapter 14 Exponential stability of numerical solutions to a stochastic delay neural networks 211 14.1 Introduction 211 14.2 Preliminaries and approximation 212 14.3 Lemmas 214 14.4 Numerical simulation example 220 Bibliography 222 Index 228