1. Alcock, J., Burrage, K.: A note on the Balanced Method. BIT 46(4), 689–710 (2006)
2. Burrage, K., Burrage, P.M., Tian, T.: Numerical methods for strong solutions of stochastic differential equations: an overview. Roy. Soc. London Proc. Ser. A 460(2041), 373–402 (2004)
3. Burrage, K., Tian, T.: The composite Euler method for stiff stochastic differential equations. J. Comput. Appl. Math. 131, 407–426 (2001)
4. Dekker, K., Verwer, J.: Stability of Runge-Kutta Methods for Stiff Nonlinear Differential equations. Elsiver-North Holand, Amesterdam (1984)
5. Devroye, L., Karasözen, B., Kohler, M., Korn, R. (eds.): Recent Developments in Applied Probability and Statistics: Dedicated to the Memory of Jürgen Lehn. Berlin, Heidelberg, Springer (2010)