[Proposal]: Add more Ito SDE Solvers

For better or worse the real world is an Ito SDE Ito SDE formulations are pretty common in physics/engineering problems. Right now, if you have a SDE you need the Ito solution to, you only have Euler or Milstein (neither of which has an embedded error estimate). And diffrax's milstein implementation doesn't support the levy area stuff you need to work on non-commutative noise processes. There's quite some nice options when it comes to Langevin or Strato solvers, and it would be nice to have some more Ito ones. (side note, I've often used strato ones with a correction, but noticed pretty poor performance, not sure if that's a expected heuristic or I'm just unlucky).

I am not one to raise a problem without a solution. We have some methods that could be cleaned up and put in diffrax, listed below, but I only want to put in the work to get them cleaned up if they are a fit for diffrax. There is a fair amount of focus on solver with high weak orders as well (really, who needs path wise convergence anyway).

• drift implicit euler
• W2Ito1/2 (E-SRK): https://link.springer.com/article/10.1007/s10543-016-0618-9
• Other weak E-SRK methods
• MoraTaylor (explicit Taylor method) and MoraEuler (adaptive Euler): https://www.sciencedirect.com/science/article/abs/pii/S0168927423000399
• Other explicit Taylor methods
• Weak adaptive error estimate: https://onlinelibrary.wiley.com/doi/abs/10.1002/pamm.200410005 (works for w2ito in addition to other e-srk schemes) and additional levy area estimates necessary for the above

No files or tests are named in the proposal. Start by reviewing the existing Euler and Milstein solver entry points, then assess the cited W2Ito1/2, MoraTaylor, MoraEuler, and weak adaptive-error-estimate methods for fit; done would require an agreed solver scope and validation criteria.