| Numerical scheme | Case 1 | Case 2 |
| Split-step θ-Milstein method () | (0.0000, 0.0500] | (0.0000, 0.1000] | Split-step θ-Milstein method () | (0.0000, 0.0625] | (0.0000, 0.1250] | Split-step θ-Milstein method () | (0.0000, 0.1000] | (0.0000, 0.2000] | Split-step θ-Milstein method () | (0.0000, 0.0650) | (0.0000, 0.5000] | Split-step θ-Milstein method () | (0.0000, 0.0500) | (0.0000, 0.3534) |
| Split-step -method () | (0.0000, 0.0500] | (0.0000, 0.1000] | Split-step -method () | (0.0000, 0.0625] | (0.0000, 0.1250] | Split-step -method () | (0.0000, 0.1000] | (0.0000, 0.2000] | Split-step -method () | (0.0000, 0.0689) | (0.0000, 0.5000] | Split-step -method () | (0.0000, 0.0540) | (0.0000, 0.5792) |
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