Numerical solution of stochastic delay integrodifferential equations in population dynamics

Date

2004-08

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Publisher

Texas Tech University

Abstract

A numerical procedure to approximate certain kinds of stochastic differential equations with time-delay is described. First, it is shown how a deterministic population model with continuously distributed time-delay can be transformed into a stochastic population model. A numerical method to solve the stochastic equations is described. An error analysis of the method is given. The numerical method is then applied to obtain approximations for four different systems of stochastic differential equations with time-delay, including three biological systems.

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