Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Construction of positivity preserving numerical schemes for some multidimensional stochastic differential equations

4 references·1 citing·16 second hop

FromToDepth

this work references cited by second hop

References

2012Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients428 cited
2014Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients227 cited
2014First order strong approximations of scalar SDEs defined in a domain134 cited
2013Convergence, non-negativity and stability of a new Milstein scheme with applications to finance79 cited

Cited by

2015Constructing positivity preserving numerical schemes for the two-factor CIR model16 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work