Henri Schurz
Convergence and stability of balanced implicit methods for systems of SDES.
Int. J. Numer. Anal. Mod., 2 (2005), pp. 197-220. Abstract
Komori Y
Weak, first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process
J COMPUT APPL MATH, 217, 1(2008), pp. 166-179
Modeling, analysis and discretization of stochastic logistic equations
INT J NUMER ANAL MOD, 4, 2(2007), pp. 78-197