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gbm_step_seeded

Function gbm_step_seeded 

Source
pub fn gbm_step_seeded(
    x: f32,
    mu: f32,
    sigma: f32,
    dt: f32,
    seed: u32,
) -> (f32, u32)
Expand description

Geometric Brownian motion step with deterministic seeded noise.

Identical to gbm_step but generates noise from seed via prime_random::prng_gaussian and threads the seed forward.

§Returns

(x_next, next_seed).

§Example

use prime_diffusion::gbm_step_seeded;
let (x1, s1) = gbm_step_seeded(1.0, 0.05, 0.2, 0.01, 42_u32);
assert!(x1 > 0.0);