Numerical Solutions of Stochastic Differential Equations by using Heun's method
Keywords:Numerical Solutions, Stochastic Differential Equations Heun's numerical method
In this work, we study the numerical method for solving Stochastic differential equations. Because of the difficulty of finding analytical solutions for many of the Stochastic differential equations the Heun's method was used. Numerical simulations for different selected examples are implemented. And the difference between the numerical solution and the exact solution was also found.
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