  Stochastic differential equations (sdes) play an important role in physics
but existing numerical methods for solving such equations are of low accuracy
and poor stability. A general strategy for developing accurate and efficient
schemes for solving stochastic equations in outlined here. High order numerical
methods are developed for integration of stochastic differential equations with
strong solutions. We demonstrate the accuracy of the resulting integration
schemes by computing the errors in approximate solutions for sdes which have
known exact solutions.
