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- W2027923165 abstract "In this paper, the Ito-Taylor expansion of stochastic differential equation is briefly introduced. The colored rooted tree theory is applied to derive strong order 1.0 implicit stochastic Runge-Kutta method(SRK). Two fully implicit schemes are presented and their stability qualities are discussed. And the numerical report illustrates the better numerical behavior." @default.
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- W2027923165 date "2012-01-01" @default.
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- W2027923165 title "Two Implicit Runge-Kutta Methods for Stochastic Differential Equation" @default.
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- W2027923165 doi "https://doi.org/10.4236/am.2012.310162" @default.
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