An explicit and positivity preserving numerical scheme for the mean reverting CEV model (Q495866): Difference between revisions

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+Strong order one convergence of a drift implicit Euler scheme: application to the CIR process
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+Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence
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+A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients
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+Semi-discrete approximations for stochastic differential equations and applications
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+Construction of positivity preserving numerical schemes for some multidimensional stochastic differential equations
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+A novel approach to construct numerical methods for stochastic differential equations
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+On the uniqueness of solutions of stochastic differential equations
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