integrator.
A
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):
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.
SDE
3.4.2. sdepy.integrator
3.4.2.2. sdepy.integrator.dZ