Mathematics of Computation, Vol. 49, No. 180 (Oct., 1987), pp. 523-542 (20 pages) We present Runge-Kutta methods of high accuracy for stochastic differential ...
Mathematics of Computation, Vol. 32, No. 144 (Oct., 1978), pp. 1183-1213 (31 pages) This paper furnishes two classes of methods for calculating the best approximate solution of an operator equation in ...