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Complex array-valued Wiener process only produces real noise #101
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Oh, I see, the in-place |
Looks like DiffEqNoiseProcess.jl/src/wiener.jl Lines 3 to 5 in c3f3bb9
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Thanks for the investigation. Yeah this shows we should probably upgrade it to the new Base stuff. |
Fixed by #157 |
WienerProcess(0.0, [0.0im])
only produces real-valued increments. MWE:The scalar-valued equivalent produces complex noise as expected:
Note that this doesn't seem to affect the default noise process for complex-valued SDEs in StochasticDiffEq. I'm just not able to manually instantiate a noise process that reproduces the default behavior:
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