On positivity and boundedness of solutions of nonlinear stochastic difference equations
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discretizationboundednessoscillationpositivitystochastic equationnonlinear stochastic difference equationsItô stochastic differential equations
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)
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Cited in
(6)- scientific article; zbMATH DE number 503110 (Why is no real title available?)
- 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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