1. Theoretical Numerical Analysis;Atkinson,2001
2. On the randomized solution of initial value problems;Daun;J. Complexity,2011
3. The randomized complexity of initial value problems;Heinrich;J. Complexity,2008
4. M. Hutzenthaler, A. Jentzen, M. Noll, Strong convergence rates and temporal regularity for Cox–Ingersoll–Ross processes and Bessel processes with accessible boundaries, 2014, preprint http://arxiv.org/abs/1403.6385.
5. Optimal approximation of stochastic differential equations by adaptive step-size control;Hofmann;Math. Comp.,2000