Strong convergence and extinction of positivity preserving explicit scheme for the stochastic SIS epidemic model (Q6202781): Difference between revisions

Latest revision as of 19:25, 30 December 2024

scientific article; zbMATH DE number 7824740

Language	Label	Description	Also known as
English	Strong convergence and extinction of positivity preserving explicit scheme for the stochastic SIS epidemic model	scientific article; zbMATH DE number 7824740

Statements

instance of

scholarly article

0 references

title

Strong convergence and extinction of positivity preserving explicit scheme for the stochastic SIS epidemic model (English)

0 references

0 references

0 references

0 references

26 March 2024

0 references

zbMATH Keywords

stochastic SIS epidemic model

0 references

truncated Euler-Maruyama method

0 references

strong first-order convergence

0 references

positivity-preserving

0 references

extinction

0 references

MaRDI profile type

Publication

0 references

cites work

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

0 references

A generalization of the Kermack-McKendrick deterministic epidemic model

0 references

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

0 references

A Stochastic Differential Equation SIS Epidemic Model

0 references

The SIS epidemic model with Markovian switching

0 references

Q3331035

0 references

Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients

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

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

0 references

Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations

0 references

Stochastic dynamics of an SIS epidemic on networks

0 references

The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching

0 references

Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability

0 references

Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations

0 references

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

0 references

The truncated Euler-Maruyama method for stochastic differential equations

0 references

Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients

0 references

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

0 references

First order strong approximations of scalar SDEs defined in a domain

0 references

A note on tamed Euler approximations

0 references

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

0 references

Pulse vaccination strategy in the SIR epidemic model

0 references

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

0 references

$V$-integrability, asymptotic stability and comparison property of explicit numerical schemes for non-linear SDEs

0 references

Optimal control and numerical methods for hybrid stochastic SIS models

0 references

A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications

0 references

The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients

0 references

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

0 references

Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons

0 references

Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations

0 references

Identifiers

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

10.1007/S11075-023-01617-7

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6202781

@@ Property / DOI @@
-.1007/s11075-023-01617-7
@@ Property / DOI: 10.1007/s11075-023-01617-7 / rank @@
-Normal rank
@@ Property / cites work @@
+On the discretization schemes for the CIR (and Bessel squared) processes
+Normal rank
@@ Property / cites work @@
+A generalization of the Kermack-McKendrick deterministic epidemic 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 @@
+A Stochastic Differential Equation SIS Epidemic Model
+Normal rank
@@ Property / cites work @@
+The SIS epidemic model with Markovian switching
@@ Property / cites work: The SIS epidemic model with Markovian switching / rank @@
+Normal rank
@@ Property / cites work @@
+Q3331035
@@ Property / cites work: Q3331035 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
+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 @@
+Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
+Normal rank
@@ Property / cites work @@
+Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Stochastic dynamics of an SIS epidemic on networks
+Normal rank
@@ Property / cites work @@
+The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching
+Normal rank
@@ Property / cites work @@
+Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability
+Normal rank
@@ Property / cites work @@
+Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear 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 @@
+The truncated Euler-Maruyama method for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients
+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 approximations of scalar SDEs defined in a domain
+Normal rank
@@ Property / cites work @@
+A note on tamed Euler approximations
@@ Property / cites work: A note on tamed Euler approximations / rank @@
+Normal rank
@@ Property / cites work @@
+Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients
+Normal rank
@@ Property / cites work @@
+Pulse vaccination strategy in the SIR epidemic model
+Normal rank
@@ Property / cites work @@
+Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model
+Normal rank
@@ Property / cites work @@
+$V$-integrability, asymptotic stability and comparison property of explicit numerical schemes for non-linear SDEs
+Normal rank
@@ Property / cites work @@
+Optimal control and numerical methods for hybrid stochastic SIS models
+Normal rank
@@ Property / cites work @@
+A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications
+Normal rank
@@ Property / cites work @@
+The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients
+Normal rank
@@ Property / cites work @@
+First order strong convergence of positivity preserving logarithmic Euler-Maruyama method for the stochastic SIS epidemic model
+Normal rank
@@ Property / cites work @@
+Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons
+Normal rank
@@ Property / cites work @@
+Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations
+Normal rank
@@ Property / DOI @@
+.1007/S11075-023-01617-7
@@ Property / DOI: 10.1007/S11075-023-01617-7 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6202781