research
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08/08/2023
Boundary-preserving Lamperti-splitting scheme for some Stochastic Differential Equations
We propose and analyse an explicit boundary-preserving scheme for the st...
research
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04/21/2023
Positivity-preserving schemes for some nonlinear stochastic PDEs
We introduce a positivity-preserving numerical scheme for a class of non...
research
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02/17/2023