Pages that link to "Item:Q2453472"
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The following pages link to A novel approach to construct numerical methods for stochastic differential equations (Q2453472):
Displaying 12 items.
- On the construction of boundary preserving numerical schemes (Q350284) (← links)
- Construction of positivity preserving numerical schemes for some multidimensional stochastic differential equations (Q480036) (← links)
- An explicit and positivity preserving numerical scheme for the mean reverting CEV model (Q495866) (← links)
- A new numerical scheme for the CIR process (Q500385) (← links)
- Approximating explicitly the mean-reverting CEV process (Q1657909) (← links)
- Construction of positivity preserving numerical method for stochastic age-dependent population equations (Q1737134) (← links)
- A semi-discretization method for delayed stochastic systems (Q1883514) (← links)
- The semi-discrete method for the approximation of the solution of stochastic differential equations (Q1982270) (← links)
- Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations (Q2038153) (← links)
- A note on the asymptotic stability of the semi-discrete method for stochastic differential equations (Q2121623) (← links)
- An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump (Q2315818) (← links)
- Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations (Q4605703) (← links)
