Pages that link to "Item:Q711313"

The following pages link to Preserving positivity in solutions of discretised stochastic differential equations (Q711313):

Displaying 17 items.

• The truncated Euler-Maruyama method for stochastic differential equations (Q492112) (← links)
• Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961) (← links)
• Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations (Q907562) (← links)
• Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations (Q1689436) (← links)
• Construction of positivity preserving numerical method for stochastic age-dependent population equations (Q1737134) (← links)
• The semi-discrete method for the approximation of the solution of stochastic differential equations (Q1982270) (← links)
• Positivity and convergence of the balanced implicit method for the nonlinear jump-extended CIR model (Q1998366) (← links)
• A positivity preserving numerical method for stochastic R\&D model (Q2010576) (← links)
• Numerical analysis of the balanced implicit method for stochastic age-dependent capital system with Poisson jumps (Q2010734) (← links)
• Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps (Q2048168) (← links)
• Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching (Q2138859) (← links)
• The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations (Q2165864) (← links)
• Analysis of non-negativity and convergence of solution of the balanced implicit method for the delay Cox-Ingersoll-Ross model (Q2359660) (← links)
• Construction of positivity preserving numerical method for jump-diffusion option pricing models (Q2400313) (← links)
• Study on split-step Rosenbrock type method for stiff stochastic differential systems (Q5030526) (← links)
• Positivity preserving truncated scheme for the stochastic Lotka-Volterra model with small moment convergence (Q6046234) (← links)
• An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients (Q6073172) (← links)