Burrage Kevin; Burrage Pamela; Higham Desmond; Kloeden Peter; Platen Eckhard
(American Physical Society, 2006)
Wilkie [Phys. Rev. E 70, 017701 (2004)] used a heuristic approach to derive Runge-Kutta-based numerical
methods for stochastic differential equations based on methods used for solving ordinary differential equations.
The ...