"A positivity-preserving truncated Euler-Maruyama method for stochastic ..."

Xingwei Hu, Xinjie Dai, Aiguo Xiao (2024)

> Home

Details and statistics

DOI: 10.48550/ARXIV.2412.20988

access: open

type: Informal or Other Publication

metadata version: 2025-01-26

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/corr/abs-2412-20988
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2412-20988
Xingwei Hu, Xinjie Dai, Aiguo Xiao:
A positivity-preserving truncated Euler-Maruyama method for stochastic differential equations with positive solutions: multi-dimensional case. CoRR abs/2412.20988 (2024)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.