Construction of positivity preserving numerical schemes for some multidimensional stochastic differential equations

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Publication:480036

DOI10.3934/DCDSB.2015.20.153zbMath1325.65017arXiv1310.1581OpenAlexW2964041394MaRDI QIDQ480036

Nikolaos Halidias

Publication date: 8 December 2014

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

Full work available at URL: https://arxiv.org/abs/1310.1581




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