  We prove several properties of the EMCEL scheme, which is capable of
approximating one-dimensional continuous strong Markov processes in
distribution on the path space (the scheme is briefly recalled). Special cases
include irregular stochastic differential equations and processes with sticky
features. In particular, we highlight differences from the Euler scheme in the
case of stochastic differential equations and discuss a certain "stabilizing"
behavior of the EMCEL scheme like "smoothing and tempered growth behavior".
