Abstract
In this paper, we consider two-step order strong scheme for getting numerical solutions of stochastic differential equations (SDEs) of order 3 . It follows a new technique based on replacing stochastic 2 integrals I alpha by random variables. Thus we do not need to calculate I alpha. We employ Ito-Taylor expansion and Runge-Kutta method to get the approximate solutions of the desired order. The experimental results of the approximation method and its error are provided to confirm the validity of the method.