Closed frankschae closed 7 months ago
Fixes https://github.com/SciML/DiffEqNoiseProcess.jl/issues/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)!
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Fixes https://github.com/SciML/DiffEqNoiseProcess.jl/issues/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)!