A higher order positivity preserving scheme for the strong approximations of a stochastic epidemic model
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Cites work
- A fundamental mean-square convergence theorem for SDEs with locally Lipschitz coefficients and its applications
- A note on tamed Euler approximations
- A Stochastic Differential Equation SIS Epidemic Model
- Convergence of the stochastic Euler scheme for locally Lipschitz coefficients
- Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations
- Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients
- First order strong approximations of scalar SDEs defined in a domain
- First order strong convergence of an explicit scheme for the stochastic SIS epidemic model
- First order strong convergence of positivity preserving logarithmic Euler-Maruyama method for the stochastic SIS epidemic model
- Higher-order implicit strong numerical schemes for stochastic differential equations
- Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition
- Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition
- Numerical analysis of split-step \(\theta\) methods with truncated Wiener process for a stochastic SIS epidemic model
- On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients
- On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients
- Positivity and boundedness preserving numerical scheme for the stochastic epidemic model with square-root diffusion term
- Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations
- Positivity preserving truncated Euler-Maruyama method for stochastic Lotka-Volterra competition model
- Stochastic C-stability and B-consistency of explicit and implicit Euler-type schemes
- Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes
- Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
- Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
- Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
- Strong order one convergence of a drift implicit Euler scheme: application to the CIR process
- The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients
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Cited in
(16)- First order strong convergence of positivity preserving logarithmic Euler-Maruyama method for the stochastic SIS epidemic model
- Strong convergence of the partially truncated Euler-Maruyama scheme for a stochastic age-structured SIR epidemic model
- A positivity preserving Milstein-type method for stochastic differential equations with positive solutions
- An unconditional boundary and dynamics preserving scheme for the stochastic epidemic model
- Domain preserving and strongly converging explicit scheme for the stochastic SIS epidemic model
- An explicit positivity-preserving scheme for the Heston 3/2-model with order-one strong convergence
- Unconditionally positivity-preserving explicit Euler-type schemes for a generalized Aït-Sahalia model
- The linearly backward Milstein method with truncated Wiener process for the stochastic SIS epidemic model
- Unconditionally positivity-preserving and stable explicit method for the stochastic delay Lotka-Volterra model
- Strong order one convergence of the projected Euler-Maruyama method for the Wright-Fisher model
- A strong order 1.5 boundary preserving discretization scheme for scalar SDEs defined in a domain
- Unconditionally positivity-preserving approximations of the Aït-Sahalia type model: explicit Milstein-type schemes
- Boundary preservation and convergence of the linearly implicit Euler method with truncated Wiener process for the Wright-Fisher model
- Numerical analysis of BIMs for stochastic SIR and SIS models with variable contact diffusion rates
- Positivity-preserving logarithmic truncated Euler-Maruyama method for a stochastic HIV/AIDS model with coupled coefficients
- Boundary-preserving Lamperti--Itô--Taylor approximations for some stochastic differential equations
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