John A. D. Appleby, Malgorzata Guzowska, Cónall Kelly, Alexandra Rodkina. Preserving positivity in solutions of discretised stochastic differential equations. Applied Mathematics and Computation, 217(2):763-774, 2010. [doi]
@article{ApplebyGKR10,
title = {Preserving positivity in solutions of discretised stochastic differential equations},
author = {John A. D. Appleby and Malgorzata Guzowska and Cónall Kelly and Alexandra Rodkina},
year = {2010},
doi = {10.1016/j.amc.2010.06.015},
url = {http://dx.doi.org/10.1016/j.amc.2010.06.015},
researchr = {https://researchr.org/publication/ApplebyGKR10},
cites = {0},
citedby = {0},
journal = {Applied Mathematics and Computation},
volume = {217},
number = {2},
pages = {763-774},
}