sentences:  Importantly, the method does not involve knowing derivatives of the coefficient functions in the SDEs.Consider the Itō diffusion formula_1 satisfying the following Itō stochastic differential equation
  
  with initial condition formula_3, where formula_4 stands for the Wiener process, and suppose that we wish to solve this SDE on some interval of time formula_5.Then the basic Runge–Kutta approximation to the true solution formula_1 is the Markov chain formula_7 defined as follows