Geodesic
Numerical solution to stochastic differential equations with growing variance
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 8 (2005) no. 1, pp. 1-10.

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The paper considers a new method for transition from an initial unstable in the mean square SDE system to the SDE system with a solution close to a stationary process. The SDE systems for a stochastic component are obtained with the use of the Ito formula both in the case of linear and nonlinear initial SDE systems. 
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T. A. Averina; S. S. Artem'ev. Numerical solution to stochastic differential equations with growing variance. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 8 (2005) no. 1, pp. 1-10. http://geodesic.mathdoc.fr/item/SJVM_2005_8_1_a0/

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