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Tutorial "Direct Simulation of the Noise Process]" is Broken #165

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AlexanderNenninger opened this issue Sep 13, 2023 · 1 comment · Fixed by #167
Closed

Tutorial "Direct Simulation of the Noise Process]" is Broken #165

AlexanderNenninger opened this issue Sep 13, 2023 · 1 comment · Fixed by #167

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@AlexanderNenninger
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The example code "Direct Simulation of the Noise Process" is broken. In Particular, the type MonteCarloProblem is not defined and I was not able to find a non-deprecated definition of MonteCarloProblem in the SciML ecosystem. Should this be changed to

using DifferentialEquations
using DiffEqNoiseProcess

W = GeometricBrownianMotionProcess(μ, σ, 0.0, S0)
prob = NoiseProblem(W, (0, T))
monte_prob = EnsembleProblem(prob)
sol = solve(monte_prob; dt=0.1, trajectories=100)

?

@ChrisRackauckas
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Thanks, fixed. We need to do a full pass on this package's documentation but that's at least good to have fixed for now.

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2 participants