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

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

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scholarly article

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title

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

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Applied Mathematics Letters

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publication date

19 October 2021

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zbMATH Keywords

stochastic SIS epidemic model

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logarithmic Euler-Maruyama method

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strong first-order convergence

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MaRDI profile type

MaRDI publication profile

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full work available at URL

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

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cites work

A Stochastic Differential Equation SIS Epidemic Model

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Higher-order implicit strong numerical schemes for stochastic differential equations

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

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

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

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

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The truncated Euler-Maruyama method for stochastic differential equations

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

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

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

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First order strong approximations of scalar SDEs defined in a domain

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

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Identifiers

DOI

10.1016/j.aml.2021.107451

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2235036

@@ 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