A Runge-Kutta type scheme to solve dXt=$\sigma$ (Xt) o dWt under commutative noise

Roman, Luis Jose2007-08-162007-08-161999-12https://hdl.handle.net/11299/3372A Runge-Kutta type scheme to solve dXt=$\sigma$ (Xt) o dWt under commutative noise