SIAM Journal on Numerical Analysis, Vol. 5, No. 3 (Sep., 1968), pp. 530-558 (29 pages) A new iterative method has been developed for solving the large sets of algebraic equations that arise in the ...

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 ...