Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Strong convergence of a positive preserving drift-implicit Euler scheme
  for the fixed delay CIR process   In this paper, we consider a fixed delay Cox-Ingersoll-Ross process (CIR
process) on the regime where it does not hit zero, the aim is to determine a
positive preserving implicit Euler Scheme. On a time grid with constant
stepsize our scheme extends the scheme proposed by Alfonsi in 2005 for the
classical CIR model. Furthermore, we consider its piecewise linear
interpolation, and, under suitable conditions, we establish the order of strong
convergence in the uniform norm, thus extending the results of Dereich et al.
in 2011.

16
The categories of this paper are: stat
6
The categories of this paper are: astro-ph
1
The categories of this paper are: cs
33
The categories of this paper are: plasm-ph
19
The categories of this paper are: eess
35
The categories of this paper are: mtrl-th
7
The categories of this paper are: hep-th
36
The categories of this paper are: cmp-lg
18
The categories of this paper are: econ
28
The categories of this paper are: alg-geom
23
The categories of this paper are: solv-int
21
The categories of this paper are: adap-org
34
The categories of this paper are: chem-ph
25
The categories of this paper are: patt-sol
30
The categories of this paper are: q-alg
0
The categories of this paper are: hep-ph