“…We may refer for this approach, for instance, to papers by Talay (1982), Klauder & Petersen (1985), Milstein (1988), Hernandez & Spigler (1992, 1993, Saito & Mitsui (1993a, 1993b, Kloeden & Platen (1992, 1999, Milstein, Platen & Schurz (1998), Higham (2000) and Alcock & Burrage (2006). For general SDEs it is not straightforward to introduce implicitness into the approximation of the diffusion terms since ad hoc attempts lead typically to terms involving the inverse of Gaussian random variables, which can lead to explosions and, thus, makes numerically no sense.…”