New explicit stabilized stochastic Runge-Kutta methods with weak second order for stiff Itô stochastic differential equations

This paper introduces a new class of weak second-order explicit stabilized stochastic Runge-Kutta methods for stiff Itô stochastic differential equations. The convergence and mean-square stability properties of our new methods are analyzed. The numerical results of two examples are presented to confirm our theoretical results.

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