sdepy.ornstein_uhlenbeck_process.init

ornstein_uhlenbeck_process.init(s, out_x, x0=0.0)

Set initial conditions for SDE integration.

Parameters:

t : float

Time point at which initial conditions should be imposed.

out_x : array

Array, shaped wshape + (paths,), where initial conditions are to be stored.

init_args : zero or more arrays, as keyword arguments

Initialization parameters, as implied by the init method signature. Passed upon instantiation of the SDE class as array-like, these parameters are served to the init method converted to arrays via np.asarray.

Notes

The default implementation has a single x0 parameter, and sets out_x[...] = x0.