Fifth-stage stochastic runge-kutta method for stochastic differential equations
Most of the physical systems around us are subjected to uncontrollable factors. Hence, models for these systems are required via stochastic differential equations (SDEs). However, it is often difficult to find analytical solutions of SDEs. In such a case, a numerical method provides an alternative w...
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http://umpir.ump.edu.my/id/eprint/23433/1/Fifth-stage%20stochastic%20runge-kutta%20method%20for%20stochastic%20differential%20equations%20-%20Table%20of%20contents.pdf
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http://umpir.ump.edu.my/id/eprint/23433/3/Fifth-stage%20stochastic%20runge-kutta%20method%20for%20stochastic%20differential%20equations%20-%20References.pdf