1. L. Brugnano, K. Burrage, P.M. Burrage, Adams-type methods for the numerical solution of stochastic ordinary differential equations, BIT, submitted for publication.
2. High strong order explicit Runge–Kutta methods for stochastic ordinary differential equations;Burrage;Appl. Numer. Math.,1996
3. A bound on the maximum strong order of stochastic Runge–Kutta methods for stochastic ordinary differential equations;Burrage;BIT,1997
4. Runge–Kutta methods for stochastic differential equations;Burrage;Ann. Numer. Math.,1994
5. K. Burrage, T.H. Tian, A note on the stability properties of the Euler methods for solving stochastic differential equations, the special issue on the retirement of Professor J.C. Butcher, (1999) to appear.