types.backends.SDEType

types.backends.SDEType()

SDE interpretation type.

Interpretations: - ‘ito’: Itô interpretation (more common in control/finance) * dx = f(x)dt + g(x)dW * Martingale property * Simpler numerically

‘stratonovich’: Stratonovich interpretation (physics/engineering)
dx = f(x)dt + g(x)∘dW
Chain rule works normally
More intuitive for physical systems

Conversion: f_Stratonovich = f_Ito + 0.5 * g * (∂g/∂x)

For discrete systems: No distinction (both equivalent)

# types.backends.SDEType { #cdesym.types.backends.SDEType }

```python
types.backends.SDEType()
```

SDE interpretation type.

Interpretations:
- 'ito': Itô interpretation (more common in control/finance)
* dx = f(x)dt + g(x)dW
* Martingale property
* Simpler numerically

- 'stratonovich': Stratonovich interpretation (physics/engineering)
* dx = f(x)dt + g(x)∘dW
* Chain rule works normally
* More intuitive for physical systems

Conversion:
f_Stratonovich = f_Ito + 0.5 * g * (∂g/∂x)

For discrete systems: No distinction (both equivalent)