has characteristic has parameter is generalization of continuous variable implicit method type Euler method Euler-Maruyama method 2011-05-09 http://identifiers.org/doi/10.1098/rspa.2003.1247 AZ The Euler-Maruyama method is a method for the approximate numerical solution of a stochastic differential equation, which truncates the Ito and Stratonovich Taylor series of the exact solution after the first order stochastic terms. This converges to the Ito solution with strong global order accuracy 1/2 or weak global order accuracy 1. It is a simple generalization of the Euler method [http://identifiers.org/biomodels.kisao/KISAO_0000261] for ordinary differential equations to stochastic differential equations. stochastic Euler scheme step size SDE solver