Numerical Methods for Stochastic Systems Preserving Symplectic Structure. - G. N. Milstein; Yu. M. Repin; Michael V. Tretyakov (SIAM J. Numer. Anal., 2002)

Symplectic Integration of Hamiltonian Systems with Additive Noise. - G. N. Milstein; Yu. M. Repin; Michael V. Tretyakov (SIAM J. Numer. Anal., 2002)