Pages that link to "Item:Q2058409"
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The following pages link to Positivity preserving stochastic \(\theta\)-methods for selected SDEs (Q2058409):
Displaying 16 items.
- Construction of positivity preserving numerical schemes for some multidimensional stochastic differential equations (Q480036) (← links)
- Preserving positivity in solutions of discretised stochastic differential equations (Q711313) (← links)
- A positivity preserving numerical method for stochastic R\&D model (Q2010576) (← links)
- Positivity preserving truncated Euler-Maruyama method for stochastic Lotka-Volterra competition model (Q2029434) (← links)
- Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations (Q2038153) (← links)
- Positivity and boundedness preserving numerical scheme for the stochastic epidemic model with square-root diffusion term (Q2085652) (← links)
- Positivity-preserving numerical schemes for stochastic differential equations (Q2107475) (← links)
- Construction of positivity preserving numerical method for jump-diffusion option pricing models (Q2400313) (← links)
- On the conservative character of discretizations to Itô-Hamiltonian systems with small noise (Q2677881) (← links)
- Numerical conservation issues for the stochastic Korteweg-de Vries equation (Q6098942) (← links)
- A long term analysis of stochastic theta methods for mean reverting linear process with jumps (Q6101770) (← links)
- Variable stepsize multivalue collocation methods (Q6114047) (← links)
- Numerical conservation issues for jump Pearson diffusions (Q6169251) (← links)
- Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model (Q6181513) (← links)
- Implicit Milstein schemes: preservation of properties when solving the CIR equation (Q6610851) (← links)
- Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations (Q6619597) (← links)
