Positive preserving property of the partially truncated Euler-Maruyama method

DOI10.13338/J.ISSN.1006-8341.2021.01.015zbMATH Open1488.65015MaRDI QIDQ3385162FDOQ3385162

Authors: Yong Wang, Liangjian Hu 

Publication date: 17 December 2021

Recommendations

• The partially truncated Euler-Maruyama method and its stability and boundedness
• A note on the partially truncated Euler-Maruyama method
• Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations
• Positivity preserving truncated Euler-Maruyama method for stochastic Lotka-Volterra competition model
• Positivity-preserving numerical schemes for stochastic differential equations

zbMATH Keywords

stochastic differential equationexponential integrabilitytruncated EM methodpositive preserving property

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

Cited In (6)

• Numerical analysis of a linearly backward Euler method with truncated Wiener process for a stochastic SIS model
• Positivity preserving truncated Euler-Maruyama method for stochastic Lotka-Volterra competition model
• The partially truncated Euler-Maruyama method and its stability and boundedness
• Strong and weak convergence rates of logarithmic transformed truncated EM methods for SDEs with positive solutions
• The logarithmic truncated EM method with weaker conditions
• Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations

This page was built for publication: Positive preserving property of the partially truncated Euler-Maruyama method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3385162)