@inProceedings{Burr2004,
author = "P. M. Burrage",
title = "Vectorised simulations for stochastic differential equations",
journal = "ANZIAM J.",
volume = "45",
pages = "C350--C363",
year = 2004,
booktitle = "Proc. of 11th Computational Techniques and Applications Conference CTAC-2003",
editor = "Jagoda Crawford and A. J. Roberts",
month = jun,
note = "[Online] \protect \url {http://anziamj.austms.org.au/V45/CTAC2003/Burr} [June 3, 2004]",
keywords = "Stochastic differential equations, vectorisation, Runge-Kutta, numerical methods, strong solutions",
}