  A convergence theorem for the continuous weak approximation of the solution
of stochastic differential equations by general one step methods is proved,
which is an extension of a theorem due to Milstein. As an application, uniform
second order conditions for a class of continuous stochastic Runge-Kutta
methods containing the continuous extension of the second order stochastic
Runge-Kutta scheme due to Platen are derived. Further, some coefficients for
optimal continuous schemes applicable to It\^o stochastic differential
equations with respect to a multi-dimensional Wiener process are presented.
