Title of article :
Numerical Solution of Degenerate Fourth Order SDE Model by Milstein Scheme
Author/Authors :
Kalvand ، Daryoush Department of Mathematics - Linnaeus University , Yousefi ، Esmaeil Department of Mathematics - Islamic Azad University, Karaj Branch
Abstract :
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.
Keywords :
Milstein scheme , Lax , Milgram Lemma , Degenerate Differential , Equation , Stochastic Differential Equation
Journal title :
Global Analysis and Discrete Mathematics
Journal title :
Global Analysis and Discrete Mathematics
