Construction of positivity preserving numerical schemes for some multidimensional stochastic differential equations
DOI10.3934/DCDSB.2015.20.153zbMath1325.65017arXiv1310.1581OpenAlexW2964041394MaRDI QIDQ480036
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
positivity preservingexplicit numerical schememultidimensional super linear stochastic differential equationsstochastic predator-prey model
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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Cites Work
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