%0 Journal Article
%T Numerical Solution of Degenerate Fourth Order SDE Model by Milstein Scheme
%J Global Analysis and Discrete Mathematics
%I Damghan University Press
%Z 2476-5341
%A Kalvand, Daryoush
%A Yousefi, Esmaeil
%D 2021
%\ 08/01/2021
%V 6
%N 1
%P 59-71
%! Numerical Solution of Degenerate Fourth Order SDE Model by Milstein Scheme
%K Milstein scheme
%K Lax-Milgram Lemma
%K Degenerate Differential-Equation
%K Stochastic Differential Equation
%R 10.22128/gadm.2021.384.1037
%X In this paper, we use a Milstein scheme to develop a numerical technique for solving Stochastic differential equation which we had its deterministic form in our last article [7], we discuss the existence and uniqueness solution of deterministic and stochastic form, and then we show the advantages of the method with numerical example.
%U https://gadm.du.ac.ir/article_196_b308137e43893f55d4f75e1368b4b4e1.pdf