Keywords and phrases: stochastic differential equations, pathwise approximation, Runge-Kutta method, Itô-Taylor expansion.
Received: November 5, 2022; Accepted: December 13, 2022; Published: January 4, 2023
How to cite this article: Yazid Alhojilan, Two-step order strong method for approximating stochastic differential equations, Advances in Differential Equations and Control Processes 30(1) (2023), 1-13. http://dx.doi.org/10.17654/0974324323001
This Open Access Article is Licensed under Creative Commons Attribution 4.0 International License
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