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]

Authors

Yulian Yi

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Yaozhong Hu

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Jingjun Zhao

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