Currently, the only implemented method is the
RandomEM method in StochasticDiffEq.jl. It is strong order alpha for a alpha-Holder continuous noise process.
Full List of Methods
Each of the StochasticDiffEq.jl solvers come with a linear interpolation.
RandomEM- The Euler-Maruyama method for RODEs. Strong order matching Holder continuity.
sol = solve(prob,RandomEM())