Figure 3
From: Numerical methods for simulation of stochastic differential equations

EM, Milstein approximation and exact solution for one sample paths and \(\pmb{2^{9}}\) , \(\pmb{2^{13}}\) discretization, respectively.
Theory and Modern Applications
From: Numerical methods for simulation of stochastic differential equations
EM, Milstein approximation and exact solution for one sample paths and \(\pmb{2^{9}}\) , \(\pmb{2^{13}}\) discretization, respectively.