First order strong convergence of an explicit scheme for the stochastic SIS epidemic model (Q2020517)

scientific article

Language	Label	Description	Also known as
English	First order strong convergence of an explicit scheme for the stochastic SIS epidemic model	scientific article

Statements

instance of

scholarly article

0 references

title

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

0 references

0 references

0 references

0 references

Journal of Computational and Applied Mathematics

0 references

publication date

23 April 2021

0 references

zbMATH Keywords

stochastic SIS epidemic model

0 references

explicit scheme

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.cam.2021.113482

0 references

cites work

A generalization of the Kermack-McKendrick deterministic epidemic model

0 references

Pulse vaccination strategy in the SIR epidemic model

0 references

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

Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

0 references

Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition

0 references

Strong order one convergence of a drift implicit Euler scheme: application to the CIR process

0 references

First order strong approximations of scalar SDEs defined in a domain

0 references

Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition

0 references

Stochastic C-stability and B-consistency of explicit and implicit Euler-type schemes

0 references

Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes

0 references

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

0 references

A note on tamed Euler approximations

0 references

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

0 references

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

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

The partially truncated Euler-Maruyama method and its stability and boundedness

0 references

Strong convergence rates of modified truncated EM method for stochastic differential equations

0 references

Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate

0 references

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

0 references

An Explicit Euler Scheme with Strong Rate of Convergence for Financial SDEs with Non-Lipschitz Coefficients

0 references

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

0 references

Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients

0 references

Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations

0 references

On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients

0 references

Q4002114

0 references

Identifiers

zbMATH Open document ID

1503.65011

0 references

DOI

10.1016/j.cam.2021.113482

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2020517