Abstract
Considering the stochastic theta method, in this work we discuss modified solvers for finding the solution of It? stochastic differential equations in the strong sense. It is observed that the proposed variations are implicit with better stability behaviors. Finally, the derived schemes are tested numerically to confirm the efficiency.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
