add covariance field to NoiseProcess struct

SciML / DiffEqNoiseProcess.jl

A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)

https://docs.sciml.ai/DiffEqNoiseProcess/stable/

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add covariance field to NoiseProcess struct #203

Closed oameye closed 1 month ago

oameye commented 1 month ago

Addresses #202

Checklist

[x] Appropriate tests were added
[x] Any code changes were done in a way that does not break public API
[x] All documentation related to code changes were updated
[x] The new code follows the contributor guidelines, in particular the SciML Style Guide and COLPRAC.
[x] Any new documentation only uses public API

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