Documentation fixes

[abhro]

Checklist

• [x] Appropriate tests were added (none necessary, only documentation changed)
• [x] Any code changes were done in a way that does not break public API
• [x] All documentation related to code changes were updated
• [x] The new code follows the contributor guidelines, in particular the SciML Style Guide and COLPRAC.
• [x] Any new documentation only uses public API

Additional context

Main changes

• Identify method headers in docstrings (indents)
• Use of backticks/monospace in names relating to code (and markdown deals with underscores as italics)
• Fix markdown lists