RT Journal Article ID 1742dd544e5b7032 A1 Kuznetsov, Dmitriy F. T1 Finite-Difference Strong Numerical Methods of Order 1.5 and 2.0 for Stochastic Differential Ito Equations with Nonadditive Multidimensional Noise JF Journal of Automation and Information Sciences JO JAI(S) YR 2001 FD 2001-08-01 VO 33 IS 5-8 OP 13 AB The paper is devoted to construction of strong numerical methods of the Runge-Kutta type of order 1.5 and 2.0 for Ito stochastic differential equations. Explicit and implicit one-step and implicit two-step strong numerical schemes are presented. PB Begell House LK https://www.dl.begellhouse.com/journals/2b6239406278e43e,64f25cd35fb5a8ee,1742dd544e5b7032.html