2.4.2.1. sdepy.integrator.A

integrator.A(t, x)

Value of the SDE terms at time t and process value x.

Example of expected code for the SDE dx = (1 - x)*dt + 2*dw(t):

return {
    'dt': (1 - x),
    'dw': 2
    }

The SDE class takes care of casting user-specified equations into this format.