Kevin Burrage, Ian Lenane, Grant Lythe. Numerical Methods for Second-Order Stochastic Differential Equations. SIAM J. Scientific Computing, 29(1):245-264, 2007. [doi]
@article{BurrageLL07,
title = {Numerical Methods for Second-Order Stochastic Differential Equations},
author = {Kevin Burrage and Ian Lenane and Grant Lythe},
year = {2007},
doi = {10.1137/050646032},
url = {http://dx.doi.org/10.1137/050646032},
researchr = {https://researchr.org/publication/BurrageLL07},
cites = {0},
citedby = {0},
journal = {SIAM J. Scientific Computing},
volume = {29},
number = {1},
pages = {245-264},
}