Abstract
The second-order algorithm for simulating stochastic differential equations with Gaussian white noises is presented. These stochastic differential equations are universal type, among, these Gaussian white noises come from different sources. Specifically, the proposed algorithm extends previous first-order algorithm for stochastic differential equations with different white noises and second-order algorithm for stochastic differential equations with same white noise. In practice, it is proved that this algorithm is scientific.
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