In this paper is described a general 2 nd order accurate (weak sense) procedure for stablizing Monte-Carlo simulations of Itô stochastic di erential equations. The splitting procedure includes explicit Runge-Kutta methods 1], semi-implicit methods 2] 3], and trapezoidal rule 1] 4]. We prove the semi-implicit method of Ottinger 3] and note that it may be generalized for arbitrary splittings.
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