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google-research / torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
Apache License 2.0
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Using `names` argument without a prior drift on the SDE fails. #6

Closed patrick-kidger closed 3 years ago

patrick-kidger commented 3 years ago

From: https://github.com/google-research/torchsde/blob/647b6e533e16ffd4588475e4bad54b4c515e2ca1/torchsde/_core/base_sde.py#L148

A prior drift is assumed to exist on base_sde.