1 文献名：An algorithmic introduction to numerical simulation of stochastic differential equations

   作者：DJ Higham - SIAM

   期刊名：society for industrial and applied mathematics

   电子链接：http://www.jstor.org/pss/3649798

2 文献名：The Euler scheme for Levy driven stochastic differential equations  

   作者：P Protter, D Talay

   期刊名：The Annals of Probability

   电子链接：http://www.jstor.org/pss/2959544