<s>
In	O
mathematics	O
of	O
stochastic	O
systems	O
,	O
the	B-Algorithm
Runge	I-Algorithm
–	I-Algorithm
Kutta	I-Algorithm
method	I-Algorithm
is	O
a	O
technique	O
for	O
the	O
approximate	O
numerical	B-General_Concept
solution	I-General_Concept
of	O
a	O
stochastic	O
differential	O
equation	O
.	O
</s>
<s>
It	O
is	O
a	O
generalisation	O
of	O
the	B-Algorithm
Runge	I-Algorithm
–	I-Algorithm
Kutta	I-Algorithm
method	I-Algorithm
for	O
ordinary	O
differential	O
equations	O
to	O
stochastic	O
differential	O
equations	O
(	O
SDEs	O
)	O
.	O
</s>
<s>
with	O
initial	B-Algorithm
condition	I-Algorithm
,	O
where	O
stands	O
for	O
the	O
Wiener	O
process	O
,	O
and	O
suppose	O
that	O
we	O
wish	O
to	O
solve	O
this	O
SDE	O
on	O
some	O
interval	O
of	O
time	O
.	O
</s>
<s>
Then	O
the	O
basic	O
Runge	B-Algorithm
–	I-Algorithm
Kutta	I-Algorithm
approximation	O
to	O
the	O
true	O
solution	O
is	O
the	O
Markov	O
chain	O
defined	O
as	O
follows	O
:	O
</s>
<s>
A	O
newer	O
Runge	O
—	O
Kutta	O
scheme	O
also	O
of	O
strong	O
order	O
1	O
straightforwardly	O
reduces	O
to	O
the	O
improved	B-Algorithm
Euler	I-Algorithm
scheme	O
for	O
deterministic	O
ODEs	O
.	O
</s>
