Open frankschae opened 3 months ago
This PR implements the W2Ito1 scheme from Tang, X., & Xiao, A. (2017). Efficient weak second-order stochastic Runge–Kutta methods for Itô stochastic differential equations. BIT Numerical Mathematics, 57, 241-260.
https://link.springer.com/article/10.1007/s10543-016-0618-9
This PR implements the W2Ito1 scheme from Tang, X., & Xiao, A. (2017). Efficient weak second-order stochastic Runge–Kutta methods for Itô stochastic differential equations. BIT Numerical Mathematics, 57, 241-260.
https://link.springer.com/article/10.1007/s10543-016-0618-9
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