Strong convergence and extinction of positivity preserving explicit scheme for the stochastic SIS epidemic model

Epidemiology (92D30) 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)

Cites Work

Unnamed Item
Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients
The SIS epidemic model with Markovian switching
Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
The truncated Euler-Maruyama method for stochastic differential equations
Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model
First order strong approximations of scalar SDEs defined in a domain
A note on tamed Euler approximations
Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations
A generalization of the Kermack-McKendrick deterministic epidemic model
Pulse vaccination strategy in the SIR epidemic model
Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons
Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients
First order strong convergence of an explicit scheme for the stochastic SIS epidemic model
Positivity preserving truncated Euler-Maruyama method for stochastic Lotka-Volterra competition model
Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations
Stochastic dynamics of an SIS epidemic on networks
First order strong convergence of positivity preserving logarithmic Euler-Maruyama method for the stochastic SIS epidemic model
Optimal control and numerical methods for hybrid stochastic SIS models
Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
A Stochastic Differential Equation SIS Epidemic Model
Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
On the discretization schemes for the CIR (and Bessel squared) processes
$V$-integrability, asymptotic stability and comparison property of explicit numerical schemes for non-linear SDEs
Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations
The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients
Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations
A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications
The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching
Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability

This page was built for publication: Strong convergence and extinction of positivity preserving explicit scheme for the stochastic SIS epidemic model