Positivity and boundedness preserving numerical scheme for the stochastic epidemic model with square-root diffusion term

DOI10.1016/j.apnum.2022.07.019MaRDI QIDQ2085652

Junhao Hu, Xuerong Mao, Yongmei Cai

Publication date: 18 October 2022

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2022.07.019

zbMATH Keywords

stochastic differential equation; strong convergence; square-root process; positivity and boundedness preserving numerical method

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

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