Numerical solution of stochastic differential equations. Kloeden, P. E. & Platen, E. Springer-Verlag, Berlin, HeidelbeReviews of Geophysics, New York, 1992.
bibtex   
@book{ kloedenplaten1992,
  author = {P E Kloeden and E Platen},
  title = {Numerical solution of stochastic differential equations},
  year = {1992},
  abstract = {},
  publisher = {Springer-Verlag},
  address = {Berlin, HeidelbeReviews of Geophysics, New York}
}

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