samplesde1

package

v0.0.0-...-8fb85de Latest Latest Go to latest Published: Jul 17, 2023 License: MIT Imports: 6 Imported by: 0

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func New(
	grid grd.Grid,
	initPt point.Point,
	intr stchprc.Process,
	driftScale float64,
	diffuScale float64,
) (sde.SDE, error)

dX = V(X)dt + W(X)dWt, where X is 3-dim process and V(X) = s1*X, W(X) = s2*X

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