SSAStepper() drops the diffusive part (and it works fine without it).

[pooyaravari]

It seems that in SSAStepper() interferes with stochastic part of SDE. I've tried it for one, two, and many jumps. For instance if run this code:

using DifferentialEquations ,  StochasticDiffEq, DiffEqJump, Plots
function f(du,u,p,t)
    du[1] = u[1]
end
function g(du,u,p,t)
    du[1] = u[1]
end
prob = SDEProblem(f,g,[0.2],(0.0,10.0))



rate(u,p,t) = 2
affect!(integrator) = (integrator.u[1] = integrator.u[1]/2)
jump = ConstantRateJump(rate,affect!)

jump_prob = JumpProblem(prob,Direct(),jump )
sol_o = solve(jump_prob)#,SSAStepper())#SRIW1())
p1 = plot(sol_o, label = "Default()", title= "Two identical constant rate jumps")

sol_ssas = solve(jump_prob, SSAStepper())#,SSAStepper())#SRIW1())
p2 = plot(sol_ssas, label = "SSAStepper()")


sol_sriw1 = solve(jump_prob, SRIW1())#,SSAStepper())#SRIW1())
p3 = plot(sol_sriw1, label = "SRIW1()")


sol_without_jump_o = solve(prob)#,SSAStepper())#SRIW1())
p4 = plot(sol_without_jump_o,  label = "without jump")

plot(p1, p2, p3, p4, layout = (2, 2), legend = true )

[ChrisRackauckas]

Yes, SSAStepper is for jump-only problems. I added an error message for this case:

SciML/JumpProcesses.jl#74

and made the docs more clear

a31fe95