A higher order positivity preserving scheme for the strong approximations of a stochastic epidemic model

A Stochastic Differential Equation SIS Epidemic Model

Alison Gray, David Greenhalgh, Lin Hu et al. · SIAM Journal on Applied Mathematics · 2011 · 746 citations

Veterinary Medicine, Infectious Diseases, Dynamical Systems +16

Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

Desmond J. Higham, Xuerong Mao, Andrew M. Stuart · SIAM Journal on Numerical Analysis · 2002 · 661 citations

Engineering, Mathematics, Probability Theory +13

Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients

Martin Hutzenthaler, Arnulf Jentzen, Peter E. Kloeden · The Annals of Applied Probability · 2012 · 439 citations · Full text

Engineering, Computational Engineering, Differential Equations +14

Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

Martin Hutzenthaler, Arnulf Jentzen, Peter E. Kloeden · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 2010 · 432 citations · Full text

Natural Sciences, Mathematics, Differential Equations +16

The truncated Euler–Maruyama method for stochastic differential equations

Xuerong Mao · Journal of Computational and Applied Mathematics · 2015 · 285 citations · Full text

Natural Sciences, Mathematics, Differential Equations +9