@techreport{oai:kyutech.repo.nii.ac.jp:00000758,
 author = {Komori, Yoshio and 小守, 良雄},
 month = {Aug},
 note = {New implicit stochastic Runge-Kutta schemes of weak order 1 or 2 are proposed for stochastic differential equations with a scalar Wiener process, which are derivativefree, which attain order 2 or 4 for ordinary differential equations, and which are A-stable in mean square for a linear test equation in some general settings. They are sought in a transparent way and their convergence order and stability properties are confirmed in numerical experiments., [Remark] The material in this report has been superseded by the following paper: Y. Komori (2008), Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process, Journal of Computational and Applied Mathematics, 217 (1), 166-179.},
 title = {Weak Order Implicit Stochastic Runge-Kutta Methods for Stochastic Differential Equations with a Scalar Wiener Process},
 year = {2006},
 yomi = {コモリ, ヨシオ}
}