Ito SDE reversal #62
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Ito SDE reversal #62
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(actually passes locally but not on travis..)
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Cleans two (small) index errors in NoiseGrid and adds reversal tests for Ito SDEs (useful for SciML/SciMLSensitivity.jl#317 and SciML/SciMLSensitivity.jl#279)
I'd like to note that I had problems with the reversal of the Ito SDE using
SOSRI()(which is also a Stochastic Runge Kutta solver for Ito SDEs). While forEM()the tests show that the proper correction factor for the reverse Ito SDEs is given upon subtraction of 2 times the standard Ito-Stratonovich factor, forSOSRI()the tests were actually passing if I omit the correction.(Maybe @mschauer has an idea here?)
Otherwise it should be fine if all other tests are passing