Taylor approximation of the solution of age-dependent stochastic delay population equations with Ornstein-Uhlenbeck process and Poisson jumps

Numerical approximation is a vital method to investigate the properties of stochastic age-dependent population systems, since most stochastic age-dependent population systems cannot be solved explicitly. In this paper, a Taylor approximation scheme for a class of age-dependent stochastic delay population equations with mean-reverting Ornstein-Uhlenbeck (OU) process and Poisson jumps is presented. In case that the coefficients of drift and diffusion are Taylor approximations, we prove that the numerical solutions converge to the exact solutions for these equations. Moreover, the convergence order of the numerical scheme is given. Finally, some numerical simulations are discussed to illustrate the theoretical results.