I have looked at the noise terms in SDE in DifferentialEquations.jl
I am not expert in SDE, and perhaps what I said is wrong and even stupid.
I see all those equations in the link above, on the right hand side, only has one noise term dW.
I wonder, can i add more independent noise terms, like dW2, dW3, etc… ?
Adding more noise terms, the algorithm should be almost the same as just one noise term I believe. For example, I think if use Runge-Kutta, one just need to add corresponding random number in the propagation.