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Is the documentation for extra_solver_state going to come out at some point?
Alternatively, are there any useful referencez to try and use this functionality? I would be particularly interested in reconstruct the SDE backwards in time. If I understood correctly, would it be like solving the reverse SDE?
Many thanks
The text was updated successfully, but these errors were encountered:
Is the documentation for
extra_solver_state
going to come out at some point?Alternatively, are there any useful referencez to try and use this functionality? I would be particularly interested in reconstruct the SDE backwards in time. If I understood correctly, would it be like solving the reverse SDE?
Many thanks
The text was updated successfully, but these errors were encountered: