Explicit-implicit methods for stochastic susceptible-infected-recovered model
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Cites work
- A comparison between random and stochastic modeling for a SIR model
- A Stratonovich-Skorohod integral formula for Gaussian rough paths
- An Euler-type method for the strong approximation of the Cox-Ingersoll-Ross process
- Analysis of a stochastic SIR model with fractional Brownian motion
- Applications of pathwise Burkholder-Davis-Gundy inequalities
- Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations
- First order strong approximations of scalar SDEs defined in a domain
- scientific article; zbMATH DE number 6125590 (Why is no real title available?)
- Mathematical models for communicable diseases
- Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model
- Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion
- Positivity and boundedness preserving numerical scheme for the stochastic epidemic model with square-root diffusion term
- Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations
- Positivity preserving truncated Euler-Maruyama method for stochastic Lotka-Volterra competition model
- Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model
- Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
- Strong convergence and extinction of positivity preserving explicit scheme for the stochastic SIS epidemic model
- Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model
- Structure preserving stochastic integration schemes in interest rate derivative modeling
- The Malliavin Calculus and Related Topics
- The truncated Euler-Maruyama method for CIR model driven by fractional Brownian motion
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