Geodesic
Numerical solution of boundary value problems for linear systems of stochastic differential equations
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 38 (1998) no. 12, pp. 1983-1988 
S. M. Prigarin. Numerical solution of boundary value problems for linear systems of stochastic differential equations. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 38 (1998) no. 12, pp. 1983-1988. http://geodesic.mathdoc.fr/item/ZVMMF_1998_38_12_a4/
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