@techreport{oai:kyutech.repo.nii.ac.jp:00000471,
 author = {Komori, Yoshio and 小守, 良雄},
 month = {Nov},
 note = {A new explicit stochastic Runge-Kutta scheme of weak order 2 is proposed fornon-commuting stochastic differential equations (SDEs), which is derivative-freeand which attains order 4 for ordinary differential equations. The scheme is directlyapplicable to Stratonovich SDEs and uses 2m − 1 random variables in them-dimensional Wiener process case. It is compared with other derivative-free andweak second order schemes in numerical experiments., [Remark] The material in this report has been superseded by the following paper: Y. Komori (2007), Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations, Journal of Computational and Applied Mathematics, 206 (1), 158-173.},
 title = {Weak Second Order Stochastic Runge-Kutta Methods for Non-commuting Stochastic Differential Equations},
 year = {2005},
 yomi = {コモリ, ヨシオ}
}