Table 1: Calculated intervals of step-size for mean-square stability of the numerical schemes.

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)