| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10149824 | Applied Mathematics and Computation | 2019 | 9 Pages |
Abstract
The objective of this study is to contribute a general family for solving Itô-type stochastic ordinary differential equations. The proposed scheme is implicit and comprises a free parameter. Theoretical aspects are provided to show its convergence. The extension of the new approach for the system of stochastic differential equations is also attained.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Ali R. Soheili, Mohammad Amini, Fazlollah Soleymani,