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solved loggbm type-instability
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src/distributions/heston.jl

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -39,7 +39,7 @@ function LogGBMProblem(μ, σ, u0, tspan; seed = UInt64(0), kwargs...)
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noise = WienerProcess(tspan[1], 0.0)
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sde_f = SDEFunction(f, g)
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return SDEProblem(
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return SDEProblem{false}(
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sde_f,
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u0,
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(tspan[1], tspan[2]),

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