[1] Bally V, Talay D. The law of the Euler scheme for stochastic differential equations I: convergence rate of the distribution function. Prob Theory Rela Fields, 1996, 104: 43–60

[2] Gy¨ongy I. A note on Euler’s approximations. Potential Analysis, 1998, 8: 205–216

[3] Gy¨ongy I, Krylov N. Existence of strong solutions for Itˆo’s stochastic equations via approximations. Prob Theory Rela Fields, 1996, 105: 143–158

[4] Huang Z, Yan J. An Introduction to Infinite Dimensional Stochastic Analysis. Beijing: Kluwer Academic, 2000

[5] Ikeda N,Watanabe S. Stochastic Differential Equations and Diffusion Processes. North-Holland/Kodanska, 1989

[6] Kloeden P E, Platen E. Numerical Solution of Stochastic Differential Equations. 3rd ed. Berlin: Springer-Verlag, 1999

[7] Malliavin P. Stochastic calculus of variation and hypoelliptic operators//Proc Int Symp on SDE, Kyoto, 1976

[8] Malliavin P. Implicit functionals in finite corank on the Wiener space//Itˆo K, ed. Proc of the Taniguchi Symp Stoch Anal, Katata/Kyoto, 1982. North-Holland, 1994: 369–386

[9] Malliavin P. Stochastic Analysis. Grundlehren der Mathematischen Wissenschaften 313. Berlin: Springer-Verlag, 1997

[10] Malliavin P, Nualart D. Quasi sure analysis and Stratonovich anticipative stochastic differential equations. Probab Theory Relat Fields, 1993, 96: 45–55

[11] Ren J. Analyse quasi-sure des equations differentielles stochastic. Bull Sci Math, 1990, 114: 187–214

[12] Ren J. On Smooth Martingales. J Funct Anal, 1994, 120: 72–81

[13] Ren J. Some aspects of quasi sure analysis. Advances in Mathematics in Chinese, 1996, 25(6): 481–491

[14] Zhang X. Euler-Maruyama approximations for SDEs with non-Lipschitz coefficients and applications. J Math Anal Appl, 2007, 316(2): 447–458