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Under the assumption that there exists a function \\(\\eta\\) such that \\(\\xi=\\eta(W_T)\\), the solution \\(Y\\), \\(Z\\) of the equation above can be represented as \\(Y_t=u(t,W_t)\\), \\(Z_t=\\left. \\frac{\\partial u(t,x)}{\\partial x}\\right| _{x=W_t}\\), where \\(u\\) solves a nonlinear parabolic partial differential equation. Based on this representation and a notion of stochastic discrepancy, the author proposes an approximation scheme and states, without proof, a theorem providing an error estimate. 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