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oameye committed Jul 13, 2024
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@testset "diagonal additive noise" begin
# diagonal additive noise: σ*N(0,dt)
# a vector of random numbers dW whose size matches the output of g where the noise is applied element-wise
prob = SDEProblem(meier_stein, diag_noise_function(σ), zeros(2), (0.0, 1.0))
prob = SDEProblem(meier_stein, diag_noise_function(σ), zeros(2), (0.0, Inf))
sde = CoupledSDEs(meier_stein, diag_noise_function(σ), zeros(2))

@test sde.integ.sol.prob.f == prob.f
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