Mathematics of Computation, Vol. 49, No. 180 (Oct., 1987), pp. 523-542 (20 pages) We present Runge-Kutta methods of high accuracy for stochastic differential ...

Some new stochastic Runge-Kutta (SRK) methods for the strong approximation of solutions of stochastic differential equations (SDEs) with improved efficiency are introduced. Their convergence is proved ...

First published under the title: Numerical studies in differential equations. https://siris-libraries.si.edu/ipac20/ipac.jsp?&profile=liball&source=~!silibraries&uri ...