Returns an approximation of the covariance defined as $ \sigma(t_0 + \Delta t, \mathbf{x}_0)^2 \Delta t $.
Returns an approximation of the diffusion defined as $ \sigma(t_0 + \Delta t, \mathbf{x}_0) \sqrt{\Delta t} $.
Returns an approximation of the diffusion defined as $ \sigma(t_0 + \Delta t, x_0) \sqrt{\Delta t} $.
Returns an approximation of the drift defined as $ \mu(t_0 + \Delta t, \mathbf{x}_0) \Delta t $.
Returns an approximation of the drift defined as $ \mu(t_0 + \Delta t, x_0) \Delta t $.
Returns an approximation of the variance defined as $ \sigma(t_0 + \Delta t, x_0)^2 \Delta t $.
Euler end-point discretization for stochastic processes