Explicit runge-kutta methods for solving stochastic differential equations

الملخص EN

TThe main objective of this paper is to derive explicit Runge-Kutta methods for solving stochastic ordinary differential equations numerically using modified approach for the derivation of the explicit Runge-Kutta method.

This derivation based on the using stochastic Taylor series expansion for the deterministic and stochastic parts of the stochastic differential equation.