In this paper, numerical spline method is presented with collocation two parameters for solving systems of multi-dimensional stochastic differential equations (SDEs). Multi-Wiener’s time-continuous process is simulated as a discrete process, and then the mean-square stability of proposed method when applied to a system of two-dimensional linear SDEs is studied. The study shows that the method is mean-square stability and third-order convergent when applied to a system of linear and nonlinear SDEs. Moreover, the effectiveness of our method was tested by solving two test linear and non-linear problems. The numerical results show that the accuracy and applicability of the proposed method are worthy of attention. Keywords: Stochastic Differential Equations Systems, Multi-Wiener Process, Spline Collocation Polynomial, Mean-Square Stability, Mean-Square Convergence.
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