An SDE is given by dX = f(X,t)dt + g(X,t)dW. This could be represented by a product category, maybe Petri × AlgebraicNet or similar for representing the drift f and diffusion g. I'm not convinced this is correct, but it's a good place to start thinking about it.
An SDE is given by
dX = f(X,t)dt + g(X,t)dW. This could be represented by a product category, maybe Petri × AlgebraicNet or similar for representing the driftfand diffusiong. I'm not convinced this is correct, but it's a good place to start thinking about it.