A variable step-size control algorithm for the weak approximation of stochastic differential equations. - Ali Valinejad; Seyed Mohammad Hosseini 002 (Numer. Algorithms, 2010)

A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods. - Ali Valinejad; Seyed Mohammad Hosseini 002 (Numer. Algorithms, 2012)