SDEint.py
def itoBackwardsEuler(self, p, X, t, h, dW):
        """Same as semi-implicit Euler scheme with theta equal to 1."""
        a = p.f(self.itoEM(p, X, t, h, dW), t)* h
        b = np.zeros(X.shape)
        for k in range(p.m):
            b += p.g[k](X, t)*dW[k]
        return X + a + b
Same as semi-implicit Euler scheme with theta equal to 1.
Same as semi-implicit Euler scheme with theta equal to 1.
Same as semi - implicit Euler scheme with theta equal to 1 .
def itoBackwardsEuler(self, p, X, t, h, dW):
        a = p.f(self.itoEM(p, X, t, h, dW), t)* h
        b = np.zeros(X.shape)
        for k in range(p.m):
            b += p.g[k](X, t)*dW[k]
        return X + a + b
def itoBackwardsEuler ( self , p , X , t , h , dW ) : a = p . f ( self . itoEM ( p , X , t , h , dW ) , t ) * h b = np . zeros ( X . shape ) for k in range ( p . m ) : b += p . g [ k ] ( X , t ) * dW [ k ] return X + a + b
Same as semi-implicit Euler scheme with theta equal to 1.
Same as semi - implicit Euler scheme with theta equal to 1 .
"""Same as semi-implicit Euler scheme with theta equal to 1."""
self
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