Editing Stochastic differential equation (section)

===Numerical solutions===
Numerical methods for solving stochastic differential equations<ref name="kloeden">Kloeden, P.E., Platen E. (1992). Numerical Solution of Stochastic Differential Equations. Springer, Berlin, Heidelberg. DOI: https://doi.org/10.1007/978-3-662-12616-5</ref> include the [[Euler–Maruyama method]], [[Milstein method]], [[Runge–Kutta method (SDE)]], Rosenbrock method,<ref name="Averina">Artemiev, S.S., Averina, T.A. (1997). Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations. VSP, Utrecht, The Netherlands. DOI: https://doi.org/10.1515/9783110944662</ref> and methods based on different representations of iterated stochastic integrals.<ref name="Kuznetsov">Kuznetsov, D.F. (2023). Strong approximation of iterated Itô and Stratonovich stochastic integrals: Method of generalized multiple Fourier series. Application to numerical integration of Itô SDEs and semilinear SPDEs. Differ. Uravn. Protsesy Upr., no. 1. DOI: https://doi.org/10.21638/11701/spbu35.2023.110</ref><ref name="Rybakov">Rybakov, K.A. (2023). Spectral representations of iterated stochastic integrals and their application for modeling nonlinear stochastic dynamics. Mathematics, vol. 11, 4047. DOI: https://doi.org/10.3390/math11194047</ref>