@article{paperid:1049056, author = {Soheili, Ali Reza and Soleymani, Fazlollah}, title = {A new solution method for stochastic differential equations via collocation approach}, journal = {International Journal of Computer Mathematics}, year = {2016}, volume = {93}, number = {12}, month = {November}, issn = {0020-7160}, pages = {2079--2091}, numpages = {12}, keywords = {Stochastic differential equations _ collocation method _ Lamperti transform _ orthogonal polynomials}, }