Mathematics of Computation, Vol. 75, No. 255 (Jul., 2006), pp. 1201-1215 (15 pages) In the present paper, the modified Runge-Kutta method is constructed, and it is proved that the modified Runge-Kutta ...

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 ...