Matlab solver for Stiff Stochastic Differential Equation

Hello,

I'm looking for a Matlab toolbox or function that can solve a stiff stochastic differential equation.

Is there anyone that could give me a recommendation?

Thanks,

Lucas Stolerman

Answer 1

[Dinesh Yadav]

Hi

For solving Stiff ODE's you can refer to the following link.

https://www.mathworks.com/help/matlab/math/solve-stiff-odes.html