Saving SDE data using DataFrames.jl naming of columns

General Usage
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Oh oops prob = SDEProblem(SDEFunction(f,g),g,u0,(0.0,1.0)) it’s a bit odd that it needs the two but it does. See:

https://diffeq.sciml.ai/stable/types/sde_types/#SciMLBase.SDEProblem

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