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Numerical methods of solving stochastic differential equations
Matematičeskoe modelirovanie, Tome 2 (1990) no. 11, pp. 108-121 Cet article a éte moissonné depuis la source Math-Net.Ru

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The article has a review character and is devoted to the numerical methods of solving stochastic differential equations in respect to the Wiener random processes. The special stochastic calculation knowledge is not necessary. The new approach to the stability definition for mild and strong approximate solutions is presented. 
@article{MM_1990_2_11_a10,
     author = {A. V. Lukshin and S. N. Smirnov},
     title = {Numerical methods of solving stochastic differential equations},
     journal = {Matemati\v{c}eskoe modelirovanie},
     pages = {108--121},
     year = {1990},
     volume = {2},
     number = {11},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MM_1990_2_11_a10/}
}
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A. V. Lukshin; S. N. Smirnov. Numerical methods of solving stochastic differential equations. Matematičeskoe modelirovanie, Tome 2 (1990) no. 11, pp. 108-121. http://geodesic.mathdoc.fr/item/MM_1990_2_11_a10/