You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
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)
?
The text was updated successfully, but these errors were encountered:
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 ofMonteCarloProblem
in the SciML ecosystem. Should this be changed to?
The text was updated successfully, but these errors were encountered: