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MR2446859 (2010d:60140) 60H10 (60H35)
Shevchenko, Georgīĭ On a generalization of Milstein's theorem for stochastic differential equations. (Ukrainian) Teor. Ĭmovīr. Mat. Stat. No. 78 (2008), 175--183; translation in Theory Probab. Math. Statist. No. 78 (2009), 191–199
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