function d=mildiff(x,dt,dw,par) %gives dx according to milstein scheme %m=drift(x) %s=sigma(x) %s1 = sigma' (x) m=par(1)+par(2)*x; s= par(3)*x^par(4); s1= par(3)*par(4)*x^(par(4)-1); d=dt*m + dw*s + .5*s*s1*(dw^2 - dt);