"A positivity preserving Milstein-type method for stochastic differential ..."

Xingwei Hu et al. (2024)

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DOI: 10.1016/J.CAM.2024.115963

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type: Journal Article

metadata version: 2024-10-06

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Xingwei Hu, Mengjie Wang, Xinjie Dai, Yanyan Yu, Aiguo Xiao:
A positivity preserving Milstein-type method for stochastic differential equations with positive solutions. J. Comput. Appl. Math. 449: 115963 (2024)

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