SDE tests failing with complex inputs

There are some tests for SDEs failing when adding complex inputs

 =========================== short test summary info ============================
FAILED test/test_integrate.py::test_sde_strong_order[complex128-ItoMilstein-any-0.5] - assert -0.2 < (Array(-0.00617573+0.01165244j, dtype=complex128) - 0.5)
FAILED test/test_integrate.py::test_sde_strong_order[complex128-SPaRK-any-0.5] - assert (Array(0.8286123-0.19839093j, dtype=complex128) - 0.5) < 0.2
FAILED test/test_integrate.py::test_sde_strong_order[complex128-GeneralShARK-any-0.5] - assert (Array(0.79761363-0.21382705j, dtype=complex128) - 0.5) < 0.2
FAILED test/test_integrate.py::test_sde_strong_order[complex128-StratonovichMilstein-com-1] - assert (Array(1.21753621+0.37906851j, dtype=complex128) - 1) < 0.2
FAILED test/test_integrate.py::test_sde_strong_order[complex128-SPaRK-com-1] - assert (Array(1.21429825+0.13029023j, dtype=complex128) - 1) < 0.2

Note that not all instances of this test are failing, so the problem is likely in the specific solvers.
I'd love to look into it, but I'm not an expert on stochastic SDEs, and some guidance would be appreciated. Specifically, are there any "usual suspects" regarding what could go wrong? Is there a toy example worth starting from?
Also, can the order be complex or is it itself a problem? If it is, should we take the abs or the real part for comparison?

Start with the failing parametrizations in test/test_integrate.py::test_sde_strong_order, comparing the listed complex128 cases with passing solver instances. Read the changes referenced by pull request 418 and inspect ItoMilstein, SPaRK, GeneralShARK, and StratonovichMilstein. Done means identifying the solver-specific cause and making the affected strong-order tests pass with an appropriate complex-valued comparison.