An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients

Mathematics

• Kolmogorov Equation 85%
• Stochastic Equations 73%
• Numerical Scheme 65%
• Positivity 43%
• Coefficient 35%
• Kolmogorov System 35%
• Lotka-Volterra Model 29%
• Optimal Rate of Convergence 28%
• Epidemiology 27%
• Explicit Methods 25%
• Finance 24%
• Stochastic Systems 23%
• Stochastic Model 22%
• Global Solution 22%
• Strong Convergence 21%
• Scenarios 21%
• Stochastic Differential Equations 20%
• Numerical Methods 17%
• Costs 17%
• Framework 13%
• Approximation 12%
• Class 7%

Engineering & Materials Science

• Epidemiology 100%
• Finance 82%
• Stochastic models 77%
• Differential equations 63%
• Numerical methods 62%
• Costs 27%