عنوان مقاله [English]
Stochastic differential equations (SDE) play a relevant role in many application areas such as collision, population and polymer dynamics, genetic regulation, investment ﬁnance and biology. The procedure of
collision among particles was modeled by an inﬁnite dimensional diﬀerential system (in the discrete case) and a nonlinear partial integro-diﬀerential equation (in the continuous case). The discrete case may be approximated with a parabolic partial diﬀerential equation. In this paper, using the Monte-Carlo method, we obtain an approximation for solving the parabolic diﬀerential equation in the continuous form.