This paper extends deterministic notions of Strong Stability Preservation (SSP) to the stochastic setting, enabling nonlinearly stable numerical solutions to stochastic differential equations (SDEs) and stochastic partial differential equations (SPDEs) with pathwise solutions that remain unconditionally bounded. This approach may offer modelling advantages in data assimilation, particularly when the signal or data is a realization of an SPDE or PDE with a monotonicity property.
Stochastic differential equations with irregular coefficients:~mind the gap!
On the convergence of adaptive approximations for stochastic differential equations
Strong convergence in the infinite horizon of numerical methods for stochastic differential equations
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