In this article we compare the mean-square stability properties of the
Theta-Maruyama and Theta-Milstein method that are used to solve stochastic
differential equations. As a simple extension of the standard geometric
Brownian motion as a test equation for the linear stability analysis, we
consider a scalar linear test equation with several multiplicative noise terms.
This test equation allows to begin investigating the influence of
multi-dimensional noise on the stability behaviour of the methods while the
analysis is still tractable.