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AbstractBackgroundMain resultThe Runge–Kutta methodNumerical ExampleRecent developmentsAppendix/BackupBackground:◮ Anewhigher-orderweakapproximationschemebasedon[Kusuoka ’01] and [Lyons and Victoir ’04]Objective:◮ Construction of Concrete higher-order weak approximationalgorithms that are:◮◮Versatile, (applicable to a broad class of SDEs)Easy to use, (Blackbox algorithm)S. Ninomiya, M. Ninomiya Extension of a higher-order weak approximation
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