A positivity preserving Milstein-type method for stochastic differential equations with positive solutions (Q6572445)
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scientific article; zbMATH DE number 7881058
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| English | A positivity preserving Milstein-type method for stochastic differential equations with positive solutions |
scientific article; zbMATH DE number 7881058 |
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A positivity preserving Milstein-type method for stochastic differential equations with positive solutions (English)
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15 July 2024
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stochastic differential equations
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positive solutions
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Milstein-type method
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positivity preserving
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strong convergence
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