Interlaced Euler scheme for stiff systems of stochastic differential equations. - Ioana Cipcigan; Muruhan Rathinam (SAC, 2009)

Uniform Convergence of Interlaced Euler Method for Stiff Stochastic Differential Equations. - Ioana Cipcigan; Muruhan Rathinam (Multiscale Model. Simul., 2011)