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

DOI10.1016/j.apnum.2022.07.019OpenAlexW4289778926MaRDI 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 equationstrong convergencesquare-root processpositivity and boundedness preserving numerical method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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