Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations

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. [doi]

Abstract

Abstract is missing.