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SDE solver fixed #915

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Alexio-Phytides opened this issue Nov 26, 2022 · 1 comment
Closed

SDE solver fixed #915

Alexio-Phytides opened this issue Nov 26, 2022 · 1 comment

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@Alexio-Phytides
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Hi @ChrisRackauckas

Is it possible to solve an SDE using "solve" with the same generated random variables (i.e. the same Brownian motions)? I want to compare two different SDEs but need to use the same random variables so that they are comparable.
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@ChrisRackauckas @Alexio-Phytides