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<ArticleSet>
<Article>
<Journal>
				<PublisherName>Damghan University Press</PublisherName>
				<JournalTitle>Analytical and Numerical Solutions for Nonlinear Equations</JournalTitle>
				<Issn>3060-785X</Issn>
				<Volume>6</Volume>
				<Issue>1</Issue>
				<PubDate PubStatus="epublish">
					<Year>2021</Year>
					<Month>08</Month>
					<Day>01</Day>
				</PubDate>
			</Journal>
<ArticleTitle>Numerical Solution of Degenerate Fourth Order SDE Model by Milstein Scheme</ArticleTitle>
<VernacularTitle></VernacularTitle>
			<FirstPage>59</FirstPage>
			<LastPage>71</LastPage>
			<ELocationID EIdType="pii">196</ELocationID>
			
<ELocationID EIdType="doi">10.22128/gadm.2021.384.1037</ELocationID>
			
			<Language>EN</Language>
<AuthorList>
<Author>
					<FirstName>Daryoush </FirstName>
					<LastName>Kalvand</LastName>
<Affiliation>Department of Mathematics,Linnaeus University,351 95,Vaxjo,Sweden</Affiliation>

</Author>
<Author>
					<FirstName>Esmaeil </FirstName>
					<LastName>Yousefi</LastName>
<Affiliation>Department of Mathematics, Islamic Azad University, Karaj Branch, Iran</Affiliation>

</Author>
</AuthorList>
				<PublicationType>Journal Article</PublicationType>
			<History>
				<PubDate PubStatus="received">
					<Year>2020</Year>
					<Month>11</Month>
					<Day>26</Day>
				</PubDate>
			</History>
		<Abstract>In this paper, we use a Milstein scheme to develop a numerical technique for solving Stochastic differential equation which we had its deterministic form in our last article [7], we discuss the existence and uniqueness solution of deterministic and stochastic form, and then we show the advantages of the method with numerical example.</Abstract>
		<ObjectList>
			<Object Type="keyword">
			<Param Name="value">Milstein scheme</Param>
			</Object>
			<Object Type="keyword">
			<Param Name="value">Lax-Milgram Lemma</Param>
			</Object>
			<Object Type="keyword">
			<Param Name="value">Degenerate Differential-Equation</Param>
			</Object>
			<Object Type="keyword">
			<Param Name="value">Stochastic Differential Equation</Param>
			</Object>
		</ObjectList>
<ArchiveCopySource DocType="pdf">https://ansne.du.ac.ir/article_196_b308137e43893f55d4f75e1368b4b4e1.pdf</ArchiveCopySource>
</Article>
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