摘要：We propose a new numerical method for one dimensional stochastic differential equations (SDEs). The main idea of this method is based on a representation of a weak solution of an SDE using a time-changed Brownian motion, which dates back to Doeblin (1940). In cases where the diffusion coefficient is bounded and is β-Hölder continuous with 0关键词：60H35; 65C30; 91G60; numerical analysis; Stochastic differential equations
