Make Discretizer use GaussianStateEvolution for increased filter compatibility#199

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mattlevine22 wants to merge 25 commits intomainfrom

Commits on Mar 26, 2026

Add fast SDE solver backends and filter-simulator coverage.
mattlevine22
committed

Commits on Mar 27, 2026

Merge branch 'main' into ml-fast-sde-solver2
mattlevine22
authored

Commits on Apr 13, 2026

Merge remote-tracking branch 'origin/main' into ml-fast-sde-solver2
DanWaxman
committed

Commits on Apr 14, 2026

add a speed-tip for SDESimulator documentation
mattlevine22
committed
optional time-varying covariance in GaussianStateEvolution with integration protections
mattlevine22
committed
refactor discretizer to use GaussianStateEvolution (a special Eul-Mar sub-class)
mattlevine22
committed

Commits on Apr 22, 2026

merge with fast sde-solver and improved dt0,t0,tol_vbt typing
mattlevine22
committed

Commits on Apr 23, 2026