The normalized error of strong-order-one stochastic Runge-Kutta methods converges to a linear-SDE limit process, and a coefficient-defined parameter eta1 connects weak order two to smaller long-time mean-square error.
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Asymptotic error distribution for stochastic Runge--Kutta methods of strong order one
The normalized error of strong-order-one stochastic Runge-Kutta methods converges to a linear-SDE limit process, and a coefficient-defined parameter eta1 connects weak order two to smaller long-time mean-square error.