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@lxuechen lxuechen released this 28 Jul 01:50
· 137 commits to master since this release
v0.1.1
a4d439b
  • Add new Brownian motion classes with faster query speed based on PyTorch C++ API.
    • The new Brownian motion classes have the same API as existing ones, so they serve as direct replacements.
    • Importing these classes is as simple as from torchsde.brownian_lib import BrownianPath, BrownianTree.
    • The old Brownian motion classes written in pure Python are not yet deprecated, and likely won't be deprecated in the near future.
  • Add type hints for functions of the public API.
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