most citedNon-negativity preserving numerical algorithms for stochastic differential equations

3 citations · 3 across the 1 of their papers we have counts for

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1 paper

math.NA2005★ 3 cited

Non-negativity preserving numerical algorithms for stochastic differential equations

Esteban Moro, Henri Schurz

Construction of splitting-step methods and properties of related non-negativity and boundary preserving numerical algorithms for solving stochastic differential equations (SDEs) of…