Variance reduction for discretised diffusions via regression. Belomestny, D., Häfner, S., Nagapetyan, T., & Urusov, M. J. Math. Anal. Appl., 458(1):393–418, 2018.
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@article {MR3711910,
    AUTHOR = {Belomestny, Denis and H\"{a}fner, Stefan and Nagapetyan, Tigran
              and Urusov, Mikhail},
     TITLE = {Variance reduction for discretised diffusions via regression},
   JOURNAL = {J. Math. Anal. Appl.},
  FJOURNAL = {Journal of Mathematical Analysis and Applications},
    VOLUME = {458},
      YEAR = {2018},
    NUMBER = {1},
     PAGES = {393--418},
      ISSN = {0022-247X},
   MRCLASS = {65C30 (60J60 62J02 65C05)},
  MRNUMBER = {3711910},
       DOI = {10.1016/j.jmaa.2017.09.002},
       URL = {https://doi.org/10.1016/j.jmaa.2017.09.002},
}

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