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Instead of AffineMap, we could define and overload TAffineMap
with TAffineMap(t, x, p) and B, β, σ̃ = linearparams(f, g, t) such that the tilde kernel can be defined as
In order to not lose our Slack conversation @mschauer:
#34 restructures the SDE kernel.
Instead of
AffineMap
, we could define and overloadTAffineMap
with
TAffineMap(t, x, p)
andB, β, σ̃ = linearparams(f, g, t)
such that the tilde kernel can be defined askernel = SDEKernel(TAffineMap, ConstantMap, trange, (B, β, σ̃))
to support time-dependence.
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