On Runge-Kutta-type methods for two-dimensional stochastic differential equations

On Runge–Kutta-type methods for solving multidimensional stochastic differential equations

“…In [6], we derived equations for the parameters of the approximation of order two (in the weak sense) and found 'nice' examples of the coefficients for a two-dimensional SDE with the diffusion matrix of the form…”

“…In the two-dimensional case, we have obtained the following values for the parameters q i , r i , α ij , β ij written in the Butcher-type array [6]:…”