Deng, Shounian; Fei, Chen; Fei, Weiyin; Mao, Xuerong Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model. (English) Zbl 07782835 BIT 63, No. 4, Paper No. 59, 29 p. (2023). Reviewer: Jaromír Antoch (Praha) MSC: 65C30 60H35 60H15 PDFBibTeX XMLCite \textit{S. Deng} et al., BIT 63, No. 4, Paper No. 59, 29 p. (2023; Zbl 07782835) Full Text: DOI
Zong, Xiaofeng; Wu, Fuke Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations. (English) Zbl 1291.65028 J. Comput. Appl. Math. 255, 837-847 (2014). MSC: 65C30 60H35 60H10 PDFBibTeX XMLCite \textit{X. Zong} and \textit{F. Wu}, J. Comput. Appl. Math. 255, 837--847 (2014; Zbl 1291.65028) Full Text: DOI