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Merge pull request #62 from frankschae/SDEprobDoc
alpha-beta in SDE problem docstring
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src/sde_premade_problems.jl

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@@ -16,9 +16,9 @@ linear_analytic(u0,p,t,W) = @.(u0*exp(0.63155t+0.87W))
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@doc doc"""
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```math
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du_t = βudt + αudW_t
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du_t = αudt + βudW_t
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```
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where ``β=1.01``, ``α=0.87``, and initial condtion ``u_0=1/2``, with solution
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where ``α=1.01``, ``β=0.87``, and initial condtion ``u_0=1/2``, with solution
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```math
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u(u_0,p,t,W_t)=u_0\exp((α-\frac{β^2}{2})t+βW_t)
@@ -38,9 +38,9 @@ f_linear_iip(du,u,p,t) = @.(du = 1.01*u)
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8 linear SDEs (as a 4x2 matrix):
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```math
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du_t = βudt + αudW_t
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du_t = αudt + βudW_t
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```
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where ``β=1.01``, ``α=0.87``, and initial condtion ``u_0=\frac{1}{2}`` with solution
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where ``α=1.01``, ``β=0.87``, and initial condtion ``u_0=\frac{1}{2}`` with solution
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```math
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u(u_0,p,t,W_t)=u_0\exp((α-\frac{β^2}{2})t+βW_t)

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