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diffrax/_custom_types.py

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@@ -56,30 +56,56 @@
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class AbstractBrownianIncrement(eqx.Module):
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"""
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Abstract base class for all Brownian increments.
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"""
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dt: eqx.AbstractVar[PyTree[FloatScalarLike, "BM"]]
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W: eqx.AbstractVar[BM]
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class AbstractSpaceTimeLevyArea(AbstractBrownianIncrement):
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"""
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Abstract base class for all Space Time Levy Areas.
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"""
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H: eqx.AbstractVar[BM]
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class AbstractSpaceTimeTimeLevyArea(AbstractSpaceTimeLevyArea):
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"""
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Abstract base class for all Space Time Time Levy Areas.
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"""
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K: eqx.AbstractVar[BM]
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class BrownianIncrement(AbstractBrownianIncrement):
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"""
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Pytree containing the `dt` time increment and `W` the Brownian motion.
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"""
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dt: PyTree[FloatScalarLike, "BM"]
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W: BM
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class SpaceTimeLevyArea(AbstractSpaceTimeLevyArea):
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"""
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Pytree containing the `dt` time increment, `W` the Brownian motion, and `H`
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the Space Time Levy Area.
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"""
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dt: PyTree[FloatScalarLike, "BM"]
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W: BM
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H: BM
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class SpaceTimeTimeLevyArea(AbstractSpaceTimeTimeLevyArea):
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"""
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Pytree containing the `dt` time increment, `W` the Brownian motion, `H`
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the Space Time Levy Area, and `K` the Space Time Time Levy Area.
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"""
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dt: PyTree[FloatScalarLike, "BM"]
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W: BM
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H: BM

docs/api/brownian.md

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@@ -47,13 +47,25 @@ a `VirtualBrownianTree`) should be initialized with `levy_area=SpaceTimeLevyArea
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a concrete class must be used, not its abstract parent.
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::: diffrax.AbstractBrownianIncrement
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selection:
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members: false
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::: diffrax.BrownianIncrement
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selection:
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members: false
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::: diffrax.AbstractSpaceTimeLevyArea
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selection:
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members: false
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::: diffrax.SpaceTimeLevyArea
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selection:
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members: false
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::: diffrax.AbstractSpaceTimeTimeLevyArea
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selection:
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members: false
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::: diffrax.SpaceTimeTimeLevyArea
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::: diffrax.SpaceTimeTimeLevyArea
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selection:
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members: false

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