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Table 2 Calculated mean square errors for Euler-Maruyama and Milstein methods

From: Numerical methods for simulation of stochastic differential equations

N Euler-Maruyama estimation Milstein estimation
29 1.80e − 01 8.26e − 02
210 7.01e − 02 2.04e − 02
211 2.98e − 02 5.30e − 03
212 1.40e − 02 1.30e − 03
213 6.80e − 03 3.34e − 04