Added first DDE version

Author: Thibault Monsel

diffrax/__init__.py

@@ -7,6 +7,7 @@
 )
 from .autocitation import citation, citation_rules
 from .brownian import AbstractBrownianPath, UnsafeBrownianPath, VirtualBrownianTree
+from .delays import Delays
 from .event import (
     AbstractDiscreteTerminatingEvent,
     DiscreteTerminatingEvent,

diffrax/adjoint.py

@@ -13,9 +13,8 @@
 
 from .ad import implicit_jvp
 from .heuristics import is_sde, is_unsafe_sde
-from .saveat import SaveAt, SubSaveAt, save_y
-from .solver import (AbstractItoSolver, AbstractRungeKutta,
-                     AbstractStratonovichSolver)
+from .saveat import save_y, SaveAt, SubSaveAt
+from .solver import AbstractItoSolver, AbstractRungeKutta, AbstractStratonovichSolver
 from .term import AbstractTerm, AdjointTerm
 
 
@@ -532,6 +531,7 @@ def _loop_backsolve_bwd(
     max_steps,
     throw,
     init_state,
+    y0_history,
 ):
 
     #