Regression-based variance reduction approach for strong approximation schemes. Belomestny, D., H"afner, S., & Urusov, M. In Modern problems of stochastic analysis and statistics, volume 208, of Springer Proc. Math. Stat., pages 131–178. Springer, Cham, 2017.
bibtex   
@incollection {MR3747666,
    AUTHOR = {Belomestny, Denis and H\"{a}fner, Stefan and Urusov, Mikhail},
     TITLE = {Regression-based variance reduction approach for strong
              approximation schemes},
 BOOKTITLE = {Modern problems of stochastic analysis and statistics},
    SERIES = {Springer Proc. Math. Stat.},
    VOLUME = {208},
     PAGES = {131--178},
 PUBLISHER = {Springer, Cham},
      YEAR = {2017},
   MRCLASS = {60H10 (60H35 65C05 94A17)},
  MRNUMBER = {3747666},
MRREVIEWER = {Peter E. Kloeden},
}

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