%0 Journal Article %A Kuznetsov, Dmitriy F. %D 2002 %I Begell House %N 12 %P 14 %R 10.1615/JAutomatInfScien.v34.i12.30 %T The Three-Step Strong Numerical Methods of the Orders of Accuracy 1.0 and 1.5 for Ito Stochastic Differential Equations %U https://www.dl.begellhouse.com/journals/2b6239406278e43e,580138cc1d7a10f2,1b24357b1d9f33c3.html %V 34 %X This work deals with the three-step strong numerical methods of the orders of accuracy 1.0 and 1.5 for Ito stochastic differential equations. We propose the explicit and implicit three-step numerical schemes, as well as the three-step numerical schemes of a Runge-Kutta type. The convergence of the considered numerical methods is proved theoretically and illustrated by numerical experiments. %8 2002-12-01