Applied Stochastic Differential Equations
8.3 Weak Approximations of Itô–Taylor Series 137 8.4 Ordinary Runge–Kutta Methods 140 8.5 Strong Stochastic Runge–Kutta Methods 144 8.6 Weak Stochastic Runge–Kutta Methods 151 8.7 Stochastic Verlet Algorithm 155 8.8 Exact Algorithm 157 8.9 Exercises 161 9 Approximation of Nonlinear SDEs 165 9.1 Gaussian Assumed Density Approximations 165
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