Geodesic
Methods for the digital simulation of stochastic differential equations and an estimate of their errors
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 18 (1978) no. 1, pp. 106-117

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     author = {N. N. Nikitin and V. D. Razevig},
     title = {Methods for the digital simulation of stochastic differential equations and an estimate of their errors},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {106--117},
     publisher = {mathdoc},
     volume = {18},
     number = {1},
     year = {1978},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_1978_18_1_a9/}
}
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N. N. Nikitin; V. D. Razevig. Methods for the digital simulation of stochastic differential equations and an estimate of their errors. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 18 (1978) no. 1, pp. 106-117. http://geodesic.mathdoc.fr/item/ZVMMF_1978_18_1_a9/