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Geometric brownian bridge fix #192

Merged
merged 1 commit into from Feb 8, 2024
Merged

Geometric brownian bridge fix #192

merged 1 commit into from Feb 8, 2024

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frankschae
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Checklist

  • Appropriate tests were added
  • Any code changes were done in a way that does not break public API
  • All documentation related to code changes were updated
  • The new code follows the
    contributor guidelines, in particular the SciML Style Guide and
    COLPRAC.

Additional context

Fixes #186. The bridge distribution for the Geometric Brownian motion is log-normal. @vwiela thanks for pointing this out and for preparing the great MWE (sorry this took so long)!

@ChrisRackauckas ChrisRackauckas merged commit 27bf364 into master Feb 8, 2024
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Successfully merging this pull request may close these issues.

Unexpected simulation behaviour of GeometricBrownianBridge process.
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