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The current implementation seems wrong (see SciML/StochasticDelayDiffEq.jl#35 (comment)).

It seems it is not tested currently and hence a test should be added. What would be a simple example that fails currently?

@ChrisRackauckas
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It would be a callback in https://github.com/SciML/StochasticDiffEq.jl/blob/master/test/tau_leaping.jl since the P term only applies to tau-leaping.

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