A new approximation method for solving stochastic differential equations
<|reference_start|>A new approximation method for solving stochastic differential equations: We present a novel solution method for It\^o stochastic differential equations (SDEs). We subdivide the time interval into sub-intervals, then we use the quadratic polynomials for the approximation between two successive intervals. The main properties of the stochastic numerical methods, e.g. convergence, consistency, and stability are analyzed. We test the proposed method in SDE problem, demonstrating promising results.<|reference_end|>
@article{mojarrad2024a,
    title={A new approximation method for solving stochastic differential equations},
    author={Faezeh Nassajian Mojarrad},
    journal={arXiv preprint arXiv:2407.19350},
    year={2024},
    archivePrefix={arXiv},
    eprint={2407.19350},
    primaryClass={math.NA cs.NA}
}