On positivity and boundedness of solutions of nonlinear stochastic difference equations

zbMATH Open1205.39020MaRDI QIDQ2380951FDOQ2380951

Authors: Henri Schurz, Alexandra Rodkina 

Publication date: 12 April 2010

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

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zbMATH Keywords

discretizationboundednessoscillationpositivitystochastic equationnonlinear stochastic difference equationsItô stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Growth, boundedness, comparison of solutions to difference equations (39A22) Oscillation theory for difference equations (39A21) Stochastic difference equations (39A50)

Cited In (6)

• Title not available (Why is that?)
• Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump
• Non-positivity and oscillations of solutions of nonlinear stochastic difference equations with state-dependent noise
• Preserving positivity in solutions of discretised stochastic differential equations
• Analysis of non-negativity and convergence of solution of the balanced implicit method for the delay Cox-Ingersoll-Ross model
• Study on split-step Rosenbrock type method for stiff stochastic differential systems

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