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.
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Kalvand, D., & Yousefi, E. (2021). Numerical Solution of Degenerate Fourth Order SDE Model by Milstein Scheme. Global Analysis and Discrete Mathematics, 6(1), 59-71. doi: 10.22128/gadm.2021.384.1037
MLA
Daryoush Kalvand; Esmaeil Yousefi. "Numerical Solution of Degenerate Fourth Order SDE Model by Milstein Scheme", Global Analysis and Discrete Mathematics, 6, 1, 2021, 59-71. doi: 10.22128/gadm.2021.384.1037
HARVARD
Kalvand, D., Yousefi, E. (2021). 'Numerical Solution of Degenerate Fourth Order SDE Model by Milstein Scheme', Global Analysis and Discrete Mathematics, 6(1), pp. 59-71. doi: 10.22128/gadm.2021.384.1037
VANCOUVER
Kalvand, D., Yousefi, E. Numerical Solution of Degenerate Fourth Order SDE Model by Milstein Scheme. Global Analysis and Discrete Mathematics, 2021; 6(1): 59-71. doi: 10.22128/gadm.2021.384.1037