"Positivity preserving logarithmic Euler-Maruyama type scheme for ..."

Yulian Yi, Yaozhong Hu, Jingjun Zhao (2021)

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DOI: 10.1016/J.CNSNS.2021.105895

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type: Journal Article

metadata version: 2023-08-28

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Yulian Yi, Yaozhong Hu, Jingjun Zhao:
Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations. Commun. Nonlinear Sci. Numer. Simul. 101: 105895 (2021)

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