Anil Radhakrishnan

Hi, I recently came across this repository and it seems very useful. I would love to contribute to it. May I take up this issue? Though since this is something...

The error was fixed by specifying `levy_area=dfx.SpaceTimeLevyArea` in the brownian noise function. Leaving this up in hopes for performance improvement suggestions and possible improvements to error message.

I would love to submit a PR for this! This is the error that is currently thrown: [https://github.com/patrick-kidger/diffrax/blob/a37a2767b32990345f8120fd4534e068b8acb919/diffrax/_integrate.py#L1025-L1031](https://github.com/patrick-kidger/diffrax/blob/a37a2767b32990345f8120fd4534e068b8acb919/diffrax/_integrate.py#L1025-L1031) Should this be caught as a different error or is it better...

That sounds like a great idea, it would make that error more useful even outside the scope of SDE solvers! I look forward to lockwo's input.

@lockwo you seem to have expertise with the library that will let you do this much faster than I could. So I would be happy to just follow along. If...