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1. weighted Milstein Scheme We assume $\{X_t\}_{t\geq0}$ described by the following stochastic differential equation $$dX_t=\mu(t,X_t)dt+\sigma(t,X_t)dW_t\,\,\,\,\,\,\,\,\,\,\,\,\,(1)$$ Under the Ito version of this scheme Equation $(1)$ becomes dX_{t+\Delta t}=X_t+[\alpha\,\mu(t,X_t)+(1-\alpha)\mu(t+\Delta t,X_{t+\Delta t})]\Delta t+\sigma\sqrt{\Delta t ...

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