If your system can be described as a set of stochastic differential equations, then StochasticDiffEq can definitely be a way to accelerate the simulation process.
Yes, there are a few ways to to this. For one, the high weak order methods will have faster convergence in mean for higher dt, so you can increase dt above the simpler methods and still hit the required tolerance more quickly. Additionally, multilevel Monte Carlo methods can decrease the sampling error faster. This set of methods is not in the library yet, though I think @frankschae may have looked at it.