Milstein's method in Econometrics Toolbox SDE

Hello,

I am trying to implement Milstein's method for SDEs ( http://en.wikipedia.org/wiki/Milstein_method)

The documentation says that the sde(...) constructor offers the option to specify a user-defined function as simulation method, but I couldn't find the format described anywhere:

Simulation: A user-defined simulation function or SDE simulation method. If you do not specify a value for Simulation, the default method is simulation by Euler approximation (simByEuler).

Can anyone help?

Thank you