Strong convergence of the split-step θ-method for stochastic age-dependent population equations

In this paper, we constructed the split-step θ (SSθ)-method for stochastic age-dependent population equations. The main aim of this paper is to investigate the convergence of the SS θ-method for stochastic age-dependent population equations. It is proved that the proposed method is convergent with strong order 1/2 under given conditions. Finally, an example is simulated to verify the results obtained from the theory, and comparative analysis with Euler method is given, the results show the higher accuracy of the SS θ-method. Copyright © 2014 John Wiley & Sons, Ltd.