# References

###### [Milstein, 1994](@id milstein1994)
> Milstein, G. N.,
> *"Numerical integration of stochastic differential equations."*
>
> Vol. 313. Springer Science & Business Media, 1995. DOI: [10.1007/978-94-015-8455-5](https://doi.org/10.1007/978-94-015-8455-5).

###### [Mrongowius & Rößler, 2021](@id mr2021)
> Mrongowius, J. and Rößler, A.,
> *"On the Approximation and Simulation of Iterated Stochastic Integrals and the Corresponding Lévy Areas in Terms of a Multidimensional Brownian Motion."*
>
> Stochastic Analysis and Applications (2021), pp. 1–29. arXiv: [2101.09542](https://arxiv.org/abs/2101.09542). DOI: [10.1080/07362994.2021.1922291](https://doi.org/10.1080/07362994.2021.1922291).

###### [Wiktorsson, 2001](@id wiktorsson2001)
> Wiktorsson, M.,
> *"Joint Characteristic Function and Simultaneous Simulation of Iterated Itô Integrals for Multiple Independent Brownian Motions."*
>
> The Annals of Applied Probability 11.2 (2001), pp. 470-487. DOI: [10.1214/aoap/1015345301](https://doi.org/10.1214/aoap/1015345301).
