For an Ito form SDE dx = f(x) dt + g(x) E sqrt(dt)
1 | solve_general_sde(d_det, d_stoch, start, from, to, steps)
|
d_det |
R function representing f(x) |
d_stoch |
R function representing g(x) E |
start |
numeric vector with initial state |
from |
scalar with initial time |
to |
scalar with final time |
steps |
number of steps to take |
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