Nouri, KazemRanjbar, HassanCortés, J.-C.2021-03-272021-03-2720201705-5105https://riunet.upv.es/handle/10251/164481[EN] In this paper, we design a class of general split-step methods for solving Ito stochastic differential systems, in which the drift or deterministic increment function can be taken from special ordinary differential equations solver, based on the harmonic-mean. This method is justified to have a strong convergence order of 1/2. Further, we investigate mean-square stability of the proposed method for linear scalar stochastic differential equation. Finally, some examples are included to demonstrate the validity and efficiency of the introduced scheme.Reserva de todos los derechosIto stochastic differential systemSplit-step methodODE solverHarmonic-meanStrong convergenceMean-square stabilityMATEMATICA APLICADAArtículoAbierto