yi.hu.ea:21:positivity¶
BibTeX Entry:
@article{yi.hu.ea:21:positivity,
author = {Yi, Yulian and Hu, Yaozhong and Zhao, Jingjun},
doi = {10.1016/j.cnsns.2021.105895},
fjournal = {Communications in Nonlinear Science and Numerical Simulation},
issn = {1007-5704},
journal = {Commun. Nonlinear Sci. Numer. Simul.},
mrclass = {65C30 (60H10)},
mrnumber = {4268206},
pages = {Paper No. 105895, 21},
title = {Positivity preserving logarithmic {E}uler-{M}aruyama type scheme for stochastic differential equations},
url = {https://doi.org/10.1016/j.cnsns.2021.105895},
volume = {101},
year = {2021}
}