First order strong convergence of positivity preserving logarithmic Euler-Maruyama method for the stochastic SIS epidemic model (Q2235036): Difference between revisions

Latest revision as of 14:52, 17 December 2024

scientific article

Language	Label	Description	Also known as
English	First order strong convergence of positivity preserving logarithmic Euler-Maruyama method for the stochastic SIS epidemic model	scientific article

Statements

instance of

scholarly article

0 references

title

First order strong convergence of positivity preserving logarithmic Euler-Maruyama method for the stochastic SIS epidemic model (English)

0 references

0 references

0 references

Applied Mathematics Letters

0 references

publication date

19 October 2021

0 references

zbMATH Keywords

stochastic SIS epidemic model

0 references

logarithmic Euler-Maruyama method

0 references

strong first-order convergence

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.aml.2021.107451

0 references

cites work

A Stochastic Differential Equation SIS Epidemic Model

0 references

Higher-order implicit strong numerical schemes for stochastic differential equations

0 references

Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

0 references

Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model

0 references

Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients

0 references

Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients

0 references

The truncated Euler-Maruyama method for stochastic differential equations

0 references

Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations

0 references

Positivity preserving truncated Euler-Maruyama method for stochastic Lotka-Volterra competition model

0 references

First order strong convergence of an explicit scheme for the stochastic SIS epidemic model

0 references

First order strong approximations of scalar SDEs defined in a domain

0 references

On the discretization schemes for the CIR (and Bessel squared) processes

0 references

Identifiers

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

10.1016/J.AML.2021.107451

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2235036

@@ Property / DOI @@
-.1016/j.aml.2021.107451
@@ Property / DOI: 10.1016/j.aml.2021.107451 / rank @@
-Normal rank
@@ Property / cites work @@
+A Stochastic Differential Equation SIS Epidemic Model
+Normal rank
@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
+Normal rank
@@ Property / cites work @@
+Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model
+Normal rank
@@ Property / cites work @@
+Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
+Normal rank
@@ Property / cites work @@
+Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients
+Normal rank
@@ Property / cites work @@
+The truncated Euler-Maruyama method for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Positivity preserving truncated Euler-Maruyama method for stochastic Lotka-Volterra competition model
+Normal rank
@@ Property / cites work @@
+First order strong convergence of an explicit scheme for the stochastic SIS epidemic model
+Normal rank
@@ Property / cites work @@
+First order strong approximations of scalar SDEs defined in a domain
+Normal rank
@@ Property / cites work @@
+On the discretization schemes for the CIR (and Bessel squared) processes
+Normal rank
@@ Property / DOI @@
+.1016/J.AML.2021.107451
@@ Property / DOI: 10.1016/J.AML.2021.107451 / rank @@
+Normal rank