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ArnoStrouwen
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@ChrisRackauckas Could you have a look what type to put on integrator to prevent the method ambiguity in things like get_tmp_cache(integrator, alg::OrdinaryDiffEq?

@ChrisRackauckas
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It looks like you just need to have something on the alg, so https://github.com/SciML/StochasticDiffEq.jl/blob/master/src/algorithms.jl#L1 alg::StochasticDiffEqAlgorithm should do it.

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