This is a preview. Log in through your library . Abstract Runge-Kutta (RK)-methods are treated here as linear multistage methods within the author's concept of A-methods. As a consequence, 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 ...
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