[1] Mao X R. Stochastic differential equations and applications[M]. 2nd ed. Horwood Publishing Limited, 2007.
[2] Øksendal B. Stochastic differential equations[M]. 6th ed. Springer, 2003.
[3] Kloeden P E, Platen E. Numerical solution of stochastic differential equations[M]. Berlin Heidelberg: Springer-Verlag, 1992.
[4] Milstein G N, Tretyakov M V. Stochastic numerics for mathematical physics[M]. Berlin Heidelberg: Springer-Verlag, 2004.
[5] Milstein G N, Repin Y M, Tretyakov M V. Symplectic integration of Hamiltonian systems with additive noise[J]. SIAM J Numer Anal, 2002, 39: 2 066-2 088.
[6] Milstein G N, Repin Y M, Tretyakov M V. Numerical methods for stochastic systems preserving symplectic structure[J]. SIAM J Numer Anal,2002,40: 1 583-1 604.
[7] Deng J, Anton C A, Wong Y S. High-order symplectic schemes for stochastic Hamiltonian systems[J]. Commun Comput Phys, 2014, 16(1): 169-200.