Pages that link to "Item:Q2058409"
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The following pages link to Positivity preserving stochastic \(\theta\)-methods for selected SDEs (Q2058409):
Displaying 6 items.
- On the conservative character of discretizations to Itô-Hamiltonian systems with small noise (Q2677881) (← links)
- Numerical conservation issues for the stochastic Korteweg-de Vries equation (Q6098942) (← links)
- A long term analysis of stochastic theta methods for mean reverting linear process with jumps (Q6101770) (← links)
- Variable stepsize multivalue collocation methods (Q6114047) (← links)
- Numerical conservation issues for jump Pearson diffusions (Q6169251) (← links)
- Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model (Q6181513) (← links)