SIAM Journal on Numerical Analysis, Vol. 31, No. 3 (Jun., 1994), pp. 876-891 (16 pages) The mono-implicit Runge-Kutta methods are a subclass of the well-known implicit Runge-Kutta methods and have ...

A new class of stochastic Runge–Kutta methods for the weak approximation of the solution of Itô stochastic differential equation systems with a multidimensional Wiener process is introduced. As the ...