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Calling BrownianTree with t > t1 returns None #10

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patrick-kidger opened this issue Aug 9, 2020 · 2 comments
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Calling BrownianTree with t > t1 returns None #10

patrick-kidger opened this issue Aug 9, 2020 · 2 comments
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patrick-kidger commented Aug 9, 2020 •
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Repro:

torchsde.BrownianTree(t0=torch.tensor(0.), w0=torch.tensor(0.))(2.)

Not helped by the implicit assumption that t1 = t0 + 1.
@lxuechen lxuechen self-assigned this Aug 9, 2020
@lxuechen lxuechen added the bug Something isn't working label Aug 9, 2020
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lxuechen commented Aug 9, 2020

This seems to be an issue caused by t > t1 + safety, where safety is one of the arguments for initialization. I agree that the user shouldn't be obliged to always set the safety factor precisely.

Will send in a fix shortly.

This was referenced Aug 17, 2020
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patrick-kidger commented Aug 18, 2020 •
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Closing as resolved in #28, as querying with t > t1 is no longer possible.

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