Question

Confirm that (12.4) solves (12.3). 

   Confirm that (12.4) solves (12.3).
An Introduction to the Numerical Simulation of Stochastic Differential Equations
An Introduction to the Numerical Simulation of Stochastic Differential Equations
Desmond J. Higham,… 1st Edition
Chapter 12, Problem 1 ↓

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3) and (12.4) are. Since they're not provided in the question, I'll need to work with a general approach for confirming that one equation is a solution to another.  Show more…

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Confirm that (12.4) solves (12.3).
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