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);