Numerical Methods for Second-Order Stochastic Differential Equations.

Kevin Burrage Ian Lenane Grant Lythe Numerical Methods for Second-Order Stochastic Differential Equations. 245-264 2007 29 SIAM J. Scientific Computing 1 http://dx.doi.org/10.1137/050646032 db/journals/siamsc/siamsc29.html#BurrageLL07