sdepy.ornstein_uhlenbeck_process.let

ornstein_uhlenbeck_process.let(t, out_x, x)

Store the value of the integrated process at time point t belonging to the requested output timeline.

Parameters:

t : float

Time point to which the integration result x refers.

out_x : array

Array, shaped xshape + (paths,), where the result x is to be stored.

x : array

Integration result at time t, shaped wshape + (paths,)

Notes

The default implementation sets out_x[...] = x.

In case xshape != wshape, this method should operate as needed in order to store in out_x a value broadcastable to its shape (e.g. it might store in out_x only some of the components of x).

x should be treated as read-only.