Аннотация:
Under consideration is construction of a model of age-structured population reflecting random oscillations of the death and birth rate functions. We arrive at an Itô-type difference equation in a Hilbert space of functions which can not be transformed into a proper Itô equation via passing to the limit procedure due to the properties of the operator coefficients. We suggest overcoming the obstacle by building the model in a space of Hilbert space valued generalized random variables where it has the form of an operator-differential equation with multiplicative noise. The result on existence and uniqueness of the solution to the obtained equation is stated.
Ключевые слова:Brownian sheet, Cylindrical Wiener process, Gaussian white noise, Stochastic differential equation, Age-structured population model.