A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method

Mariko Ninomiya, Syoiti Ninomiya. A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method. Finance and Stochastics, 13(3):415-443, 2009. [doi]

Abstract

Abstract is missing.