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<math>\mathbf{y}_{n+1}=\mathbf{y}_{n}+\mathbf{L}(\mathbf{P}_{p,q}(2^{-k_{n}}
\mathbf{M}_{n}h_{n}))^{2^{k_{n}}}\mathbf{r,} \quad </math> <ref name=″:24″ /> <ref name=":10" >Jimenez J.C.; Carbonell F. (2009). "Rate of convergence of local linearization schemes for random differential equations". BIT Numer. Math. 49 (2): 357–373. [https://doi.org/10.1007%2Fs10543-009-0225-0 doi:10.1007/s10543-009-0225-0]. S2CID 122003992.</ref> </div>
where the matrices <math>\mathbf{M}_{n}, \quad \mathbf{L} \quad and \quad \mathbf{r}</math> are defined as<math>\mathbf{M}_{n}=\left[
\begin{array}{ccc}
\mathbf{f}_{\mathbf{x}}\left( \mathbf{y}_{n},\mathbf{\xi }(t_{n})\right) &
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0 & 0 & 0
\end{array}
\right]
</math>
<math>\mathbf{L}=\left[
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