A positivity preserving Milstein-type method for stochastic differential equations with positive solutions
type: Item
instance of: scholarly article
title: A positivity preserving Milstein-type method for stochastic differential equations with positive solutions
author: Xingwei Hu
author: Mengjie Wang
author: Xinjie Dai
author: Yanyan Yu
author: Aiguo Xiao
published in: Journal of Computational and Applied Mathematics
publication date: 2024-07-15T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65C20
zbMATH DE Number: 7881058
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: positive solutions
zbMATH Keywords: Milstein-type method
zbMATH Keywords: positivity preserving
zbMATH Keywords: strong convergence
MaRDI profile type: MaRDI publication profile
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DOI: 10.1016/J.CAM.2024.115963
description: scientific article; zbMATH DE number 7881058