nami.solvers.sde

Classes

EulerMaruyama([steps])

class nami.solvers.sde.EulerMaruyama(steps=64)

Bases: object

Parameters:

steps (int)

integrate(drift, diffusion, x0, *, t0, t1, steps=None)

Return type:

Tensor

Parameters:

• x0 (Tensor)

• t0 (float)

• t1 (float)

• steps (int | None)

is_sde = True

requires_steps = True