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D.L. Ermak and H. Buckholz, Numerical Integration of the Langevin equation: Monte Carlo Simulation, J. Comp. Phys. 35 (1980) 169-182.
A. Brunger, C.L. Brooks III, and M. Karplus, Stochastic boundary conditions for molecular dynamics simulations of ST2 water, Chem. Phys. Lett. 105 (1984) 495-500.
A. Greiner, W. Strittmatter, and J. Honerkamp, Numerical Integration of Stochastic Differential Equations, J. Stat. Phys. 51 (1988) 95-108.
まあ、最後の論文によると、Euler 法でそんなに問題はないらしい。