A positivity preserving numerical method for stochastic R\&D model

DOI10.1016/j.amc.2018.12.003zbMath1429.65025OpenAlexW2913646475MaRDI QIDQ2010576

Mengqing Zhang, Qi-min Zhang

Publication date: 27 November 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2018.12.003

zbMATH Keywords

convergence ratenumerical solutionpositivity preservingstochastic R\&D model

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Random integral equations (45R05)

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