production module
AutoSamplingTheory.SDE
4 named declarations scanned from AutoSamplingTheory/SDE.lean.
Declarations
structure AutoSamplingTheory.ItoDiffusionContract Partial Not mapped
No declaration docstring.
structure ItoDiffusionContract where
id : String
forwardSde : String
marginalPath : String
reversePath : String
velocityFormula : String
source : SourceAnchor
status : ProofStatus := ProofStatus.contractOnly
deriving Repr, DecidableEq
AutoSamplingTheory/SDE.lean:9published source at ed709a7f320d
structure AutoSamplingTheory.FokkerPlanckContract Partial Not mapped
No declaration docstring.
structure FokkerPlanckContract where
id : String
lawName : String
equation : String
source : SourceAnchor
status : ProofStatus := ProofStatus.obligation
deriving Repr, DecidableEq
AutoSamplingTheory/SDE.lean:19published source at ed709a7f320d
structure AutoSamplingTheory.EulerMaruyamaContract Partial Not mapped
No declaration docstring.
structure EulerMaruyamaContract where
id : String
updateFormula : String
interpolationFormula : String
source : SourceAnchor
status : ProofStatus := ProofStatus.contractOnly
deriving Repr, DecidableEq
AutoSamplingTheory/SDE.lean:27published source at ed709a7f320d
structure AutoSamplingTheory.DiscretizationErrorContract Partial Not mapped
No declaration docstring.
structure DiscretizationErrorContract where
id : String
localDefect : String
boundShape : String
source : SourceAnchor
status : ProofStatus := ProofStatus.obligation
deriving Repr, DecidableEq
end AutoSamplingTheory
AutoSamplingTheory/SDE.lean:35published source at ed709a7f320d
Complete Lean source
AutoSamplingTheory/SDE.lean — full module with imports and context
import AutoSamplingTheory.Probability
/-!
# SDE and discretization contracts
-/
namespace AutoSamplingTheory
structure ItoDiffusionContract where
id : String
forwardSde : String
marginalPath : String
reversePath : String
velocityFormula : String
source : SourceAnchor
status : ProofStatus := ProofStatus.contractOnly
deriving Repr, DecidableEq
structure FokkerPlanckContract where
id : String
lawName : String
equation : String
source : SourceAnchor
status : ProofStatus := ProofStatus.obligation
deriving Repr, DecidableEq
structure EulerMaruyamaContract where
id : String
updateFormula : String
interpolationFormula : String
source : SourceAnchor
status : ProofStatus := ProofStatus.contractOnly
deriving Repr, DecidableEq
structure DiscretizationErrorContract where
id : String
localDefect : String
boundShape : String
source : SourceAnchor
status : ProofStatus := ProofStatus.obligation
deriving Repr, DecidableEq
end AutoSamplingTheory