Core Interface

Core API for numba-sde.

class pyito.core.SDE(drift: Callable[[float, float | numpy.ndarray, tuple], float | numpy.ndarray], diffusion: Callable[[float, float | numpy.ndarray, tuple], float | numpy.ndarray], diffusion_deriv: Callable | None = None, args: tuple = ())

Bases: object

compile()

get_compiled_functions()

pyito.core.integrate(sde: SDE, y0: float | numpy.ndarray, tspan: Tuple[float, float], dt: float, method: str = 'euler_maruyama', n_paths: int = 1000, output: str = 'final', seed: int | None = None, debug: bool = False, **kwargs) → numpy.ndarray