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

zbMATH Keywords

stochastic differential equationexponential integrabilitytruncated EM methodpositive preserving property

Mathematics Subject Classification ID

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

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Cited in

(6)

• 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 truncated Euler-Maruyama method for stochastic Lotka-Volterra competition model
• Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations
• Numerical analysis of a linearly backward Euler method with truncated Wiener process for a stochastic SIS model
• The partially truncated Euler-Maruyama method and its stability and boundedness

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