Cover Image

Strong convergence rate of positivity-preserving truncated Euler--Maruyama method for multi-dimensional stochastic differential equations with positive solutions

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Hu, Xingwei, Dai, Xinjie, Xiao, Aiguo
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Strong convergence rate of the positivity-preserving logarithmic truncated EM method for multi-dimensional stochastic differential equations with positive solutions
by: Hu, Xingwei, et al.
Published: (2025)

Strong convergence of multiscale truncated Euler-Maruyama method for super-linear slow-fast stochastic differential equations
by: Cui, Yuanping, et al.
Published: (2023)

Segment convergence for super-linear stochastic functional differential equations by the truncated Euler-Maruyama method
by: Deng, Shounian, et al.
Published: (2026)

Density functions for the overdamped generalized Langevin equation and its Euler--Maruyama method: smoothness and convergence
by: Dai, Xinjie, et al.
Published: (2024)

Longtime behaviors of $θ$-Euler-Maruyama method for stochastic functional differential equations
by: Chen, Chuchu, et al.
Published: (2024)

Strong convergence rate of Euler-Maruyama method for stochastic differential equations with Hölder continuous drift coefficient driven by symmetric $α$-stable process
by: Liu, Wei
Published: (2019)

Asymptotic error distribution of Mittag--Leffler Euler method for a fractional stochastic differential equation
by: Dai, Xinjie, et al.
Published: (2026)

Euler-Maruyama approximation for stochastic fractional neutral integro-differential equations with weakly singular kernel
by: Asadzade, Javad A., et al.
Published: (2024)

Parameter-related strong convergence rates of Euler-type methods for time-changed stochastic differential equations
by: Zuo, Ruchun
Published: (2025)

Structure-preserving nodal DG method for the Euler equations with gravity: well-balanced, entropy stable, and positivity preserving
by: Liu, Yuchang, et al.
Published: (2025)

On the convergence of the Euler-Maruyama scheme for McKean-Vlasov SDEs
by: Frikha, Noufel, et al.
Published: (2025)

Strong convergence of the adaptive Milstein method for nonlinear stochastic differential equations with piecewise continuous arguments
by: Zhang, Yuhang, et al.
Published: (2025)

1/2 order convergence rate of Euler-type methods for time-changed stochastic differential equations with super-linearly growing drift and diffusion coefficients
by: Wang, Shuai, et al.
Published: (2025)

Numerical approximations to invariant measures of hybrid stochastic differential equations with superlinear coefficients via the backward Euler-Maruyama method
by: Liu, Wei, et al.
Published: (2025)

An adaptive Euler-Maruyama scheme for SDDEs
by: Liu, Dongyang, et al.
Published: (2024)

Positivity-preserving truncated Euler and Milstein methods for financial SDEs with super-linear coefficients
by: Deng, Shounian, et al.
Published: (2024)

Central limit theorem for temporal average of backward Euler--Maruyama method
by: Jin, Diancong
Published: (2023)

Stochastic positivity-preserving symplectic splitting methods for stochastic Lotka--Volterra predator-prey model
by: Zhang, Liying, et al.
Published: (2025)

Riemannian Langevin Dynamics: Strong Convergence of Geometric Euler-Maruyama Scheme
by: Zhan, Zhiyuan, et al.
Published: (2026)

Convergence rate and exponential stability of backward Euler method for neutral stochastic delay differential equations under generalized monotonicity conditions
by: Cai, Jingjing, et al.
Published: (2024)

Asymptotic error distribution for tamed Euler method with coupled monotonicity condition
by: Dai, Xinjie, et al.
Published: (2026)

On the convergence of adaptive approximations for stochastic differential equations
by: Foster, James, et al.
Published: (2023)

Strong convergence rates for a full discretization of stochastic wave equation with nonlinear damping
by: Cai, Meng, et al.
Published: (2023)

Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise
by: Kamrani, Minoo, et al.
Published: (2023)

On positivity preservation of hybrid discontinuous Galerkin methods on hypergraphs
by: Knobloch, Petr, et al.
Published: (2025)

Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations
by: Chen, Chuchu, et al.
Published: (2018)

Numerical analysis for leaky-integrate-fire networks under Euler-Maruyama
by: Dou, Xu'an, et al.
Published: (2026)

A positivity preserving second-order scheme for multi-dimensional system of non-local conservation laws
by: Manoj, Nikhil, et al.
Published: (2024)

The positivity-preserving high-order semi-Lagrangian spectral volume method for Vlasov-Poisson equations
by: Zhang, Xinyue, et al.
Published: (2025)

Strong convergence and Mittag-Leffler stability of stochastic theta method for time-changed stochastic differential equations
by: Chen, Jingwei, et al.
Published: (2025)

Strong convergence of a semi tamed scheme for stochastic differential algebraic equation under non-global Lipschitz coefficients
by: Tsafack, Guy, et al.
Published: (2025)

An Euler-type method for Volterra integro-differential equations
by: Prentice, J. S. C.
Published: (2023)

Unconditionally positivity-preserving explicit Euler-type schemes for a generalized Ait-Sahalia model
by: Liu, Ruishu, et al.
Published: (2024)

Convergence rate of Euler-Maruyama scheme for McKean-Vlasov SDEs with density-dependent drift
by: Le, Anh-Dung
Published: (2024)

Finite-dimensional approximations of random attractor for stochastic discrete complex Ginzburg-Landau equations
by: Fang, Xinjie, et al.
Published: (2026)

On the optimality of dimension truncation error rates for a class of parametric partial differential equations
by: Guth, Philipp A., et al.
Published: (2025)

Strong convergence rates for full-discrete approximations of the stochastic Allen-Cahn equations on 2D torus
by: Ma, Ting, et al.
Published: (2024)

An adaptive ANOVA stochastic Galerkin method for partial differential equations with high-dimensional random inputs
by: Wang, Guanjie, et al.
Published: (2023)

Strong convergence rates of stochastic theta methods for index 1 stochastic differential algebraic equations under non-globally Lipschitz conditions
by: Chen, Lin, et al.
Published: (2025)

Stochastic theta methods for free stochastic differential equations
by: Niu, Yuanling, et al.
Published: (2024)