2.3.6. sdepy.even_poisson_source¶
-
class
sdepy.
even_poisson_source
(*, paths=2, vshape=(), **args)[source]¶ dn, a source of Poisson process increments with antithetic paths exposing identical increments.
Once instantiated as
dn
withpaths=2*K
paths,x = dn(t, dt)
consists of leadingK
paths with independent increments, and trailingK
paths consisting of a copy of the leading paths: (x[..., i] == x[..., K + i]
). Intended to be used together withodd_wiener_source
to generate antithetic paths in jump-diffusion processes.See also
Attributes: Methods
__call__