1. J.A.D. Appleby, X. Mao, A. Rodkina, Stabilization and destabilization of nonlinear differential equations by noise, IEEE Transactions on Automatic Control, 53(3) (2008), 683–691.
2. W. Fang, M.B.Giles, Adaptive Euler–Maruyama Method for SDEs with Non-globally Lipschitz Drift, Monte Carlo and Quasi-Monte Carlo Methods, Springer International Publishing, (2018), 217–234.
3. N. Halidias, Semi-discrete approximations for stochastic differential equations and applications, International Journal of Computer Mathematics, 89(6) (2012), 780–794.
4. D.J. Higham, Mean-square and asymptotic stability of the stochastic theta method, SIAM J. Numer. Anal, 38(3) (2000), 753–769
5. M. Hutzenthaler, A. Jentzen, P.E. Kloeden, Strong and weak divergence in finite time of Euler’s method for stochastic differential equations with non-globally Lipschitz continuous coefficients, Proceedings of the Royal Society of London A: Mathematical, Physical and Engineering Sciences, 467(2130) (2011), 1563–1576.