I am trying to use the same NoiseProcess in two different SDE integrations. I don’t mean to just use the same type of noise, but the same values as well (and potentially values in intermediate times obtained via the bridge function). I can get the NoiseProcess from the first integration by passing g…

I think you’re looking for NoiseWrapper? Abstract Noise Processes · DiffEqNoiseProcess.jl Documentation for DiffEqNoiseProcess.jl.

Reusing NoiseProcess in StochasticDiffEq

ChrisRackauckas May 13, 2025, 1:29pm 2

I think you’re looking for NoiseWrapper?

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