The solutions of certain stochastic differential equations heun's numerical method in 2-wiener process

Abstract EN

In this paper, we studied the numerical method to solve certain stochastic differential equation because the difficulty of finding solution analytical of many stochastic differential equations.

Heun's numerical method in 2-wiener process was used to perform numerical simulations for a number of applied examples by finding the difference between the numerical solution and the controlled solution of the stochastic differential equation.-