define modelingtoolkitize for SDESystem with conversion tests #513
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This PR adds a dispatch for
modelingtoolkitize
of an SDESystem and allows us to convert the drift term from Ito to Stratonovich sense and vice versa. This should be useful to support also SDE adjoints for Ito SDEs, see SciML/SciMLSensitivity.jl#279 .The conversion factor of 1//2 is not strictly fixed, as in the adjoints, one needs to apply the correction term two times. Therefore, this could now be handled by
sys = modelingtoolkitize(prob,correction_factor=-1)