Abstract
Due to that the explicit methods in solving stochastic differential equations give instability and inaccurate results, the aim of this paper is to derive an effective implicit method gives higher-order approximate solutions for a stiff stochastic differential equations by using Runge-Kutta method. It relies on the Stratonovich-Taylor expansion and uses the notion of perturbation and coupling to carry out the method. The validity of this new approximation method is shown by implementing in MATLAB and, showing the convergence of the method graphically.
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