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1 parent 12f3030 commit 3ca9344Copy full SHA for 3ca9344
src/alg_traits.jl
@@ -243,3 +243,13 @@ as the maximum order of the algorithm.
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function alg_order(alg::AbstractODEAlgorithm)
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error("Order is not defined for this algorithm")
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end
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+
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+"""
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+ allows_non_wiener_noise(alg::AbstractSDEAlgorithm)
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+Trait declaration for whether an algorithm allows for non-additive wiener noise.
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+In general, this is false for any high order (that uses levy areas) or adaptive method.
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+Defaults to false.
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+allows_non_wiener_noise(alg::AbstractSDEAlgorithm) = false
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