  We consider split-step Milstein methods for the solution of stiff stochastic
differential equations with an emphasis on systems driven by multi-channel
noise. We show their strong order of convergence and investigate mean-square
stability properties for different noise and drift structures. The stability
matrices are established in a form convenient for analyzing their impact
arising from different deterministic drift integrators. Numerical examples are
provided to illustrate the effectiveness and reliability of these methods.
