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

Yulian Yi, Yaozhong Hu, Jingjun Zhao (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-11-03

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  - journals/corr/abs-2010-16321
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  - https://dblp.org/rec/journals/corr/abs-2010-16321
Yulian Yi, Yaozhong Hu, Jingjun Zhao:
Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations. CoRR abs/2010.16321 (2020)

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