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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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Global entropy doesn't determine sampled values outside of [t0, t1] for `BrownianTree` #9

Closed lxuechen closed 4 years ago

lxuechen commented 4 years ago

Following the note, the entropy argument passed to initialize BrownianTree doesn't govern the random numbers sampled outside the predetermined range [t0, t1].

Queries of this type is rate. Though, at the very least, there should be some warning or documentation on this.

patrick-kidger commented 4 years ago

Closing as resolved in #28, as querying outside [t0, t1] is no longer possible.