Positive preserving property of the partially truncated Euler-Maruyama method (Q3385162)
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scientific article; zbMATH DE number 7448225
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| English | Positive preserving property of the partially truncated Euler-Maruyama method |
scientific article; zbMATH DE number 7448225 |
Statements
17 December 2021
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stochastic differential equation
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truncated EM method
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exponential integrability
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positive preserving property
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0.8409011363983154
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0.8329398036003113
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0.8293734192848206
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0.8247603178024292
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0.8243974447250366
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