Expand description
Stochastic process intrinsics — full migration to typed marshal layer.
Per the intrinsics-typed-CC migration’s per-file table, all 4 stochastic
process intrinsics (brownian_motion, gbm, ou_process, random_walk)
migrate to register_typed_fn_N typed entries via
create_stochastic_intrinsics_module. Inputs are scalar i64/f64;
outputs project through ConcreteReturn::ArrayF64.
gbm (arity 5) and ou_process (arity 6) use the N2 marshal-API
arity extension (register_typed_fn_5 / register_typed_fn_6,
committed in 5dcb1ce per supervisor sign-off on N2 sync-only at
first landing). brownian_motion (arity 3) and random_walk (arity 2)
use the pre-existing arity-3 / arity-2 helpers.
Sampling uses the thread-local RNG from the random module via
random::with_rng.
Functions§
- create_
stochastic_ intrinsics_ module - Create the stochastic intrinsics module with all 4 typed-marshal entry points.