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lockwopatrick-kidger
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Update milstein.py
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diffrax/_solver/milstein.py

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@@ -169,7 +169,7 @@ def step(
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# ΔwΔw_{j1 j2} = Δw_{j1} Δw_{j2} if j1 != j2;
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# ΔwΔw_{j j} = Δw_{j} Δw_{j} - Δt.
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#
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# In particular note that that "-Δt" means ΔwΔw is not rank-1. This is what
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# In particular note that "-Δt" means ΔwΔw is not rank-1. This is what
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# makes the Stratonovich case so much simpler: the only mathematical difference
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# there is that the "-Δt" isn't present, but then dwdw decomposes, which
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# simplifies the computation immensely.

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