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patrick-kidger / diffrax

Numerical differential equation solvers in JAX. Autodifferentiable and GPU-capable. https://docs.kidger.site/diffrax/
Apache License 2.0
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SpaceTimeTimeLevy Area #470

Closed lockwo closed 1 month ago

lockwo commented 2 months ago

Should the abstract path class also accept a space time time levy area: https://github.com/patrick-kidger/diffrax/blob/main/diffrax/_brownian/base.py#L22?

patrick-kidger commented 1 month ago

I don't think so. That's not a concept that necessarily makes sense for all paths -- only really Brownian ones. Other paths might wish to represent themselves as e.g. a signature (=Magnus expansion / noncommutative exponential / ...), for example.