Pages that link to "Item:Q2088864"
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The following pages link to Strong and weak convergence rates of logarithmic transformed truncated EM methods for SDEs with positive solutions (Q2088864):
Displaying 8 items.
- An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients (Q6073172) (← links)
- Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model (Q6181513) (← links)
- The logarithmic truncated EM method with weaker conditions (Q6546892) (← links)
- A positivity preserving Milstein-type method for stochastic differential equations with positive solutions (Q6572445) (← links)
- An unconditional boundary and dynamics preserving scheme for the stochastic epidemic model (Q6617339) (← links)
- Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations (Q6619597) (← links)
- An explicit positivity-preserving scheme for the Heston 3/2-model with order-one strong convergence (Q6649258) (← links)
- Mean-square convergence of an explicit derivative-free truncated method for nonlinear SDEs covering the non-commutative noise case (Q6664927) (← links)
