diff --git a/src/alg_traits.jl b/src/alg_traits.jl index 2590ba552..b429d78e9 100644 --- a/src/alg_traits.jl +++ b/src/alg_traits.jl @@ -244,6 +244,26 @@ function alg_order(alg::AbstractODEAlgorithm) error("Order is not defined for this algorithm") end +""" + allows_non_wiener_noise(alg::AbstractSDEAlgorithm) + +Trait declaration for whether an algorithm allows for non-wiener noise. +In general, this is false for any high order (that uses levy areas) or adaptive method. + +Defaults to false. +""" +allows_non_wiener_noise(alg::AbstractSDEAlgorithm) = false + +""" + requires_additive_noise(alg::AbstractSDEAlgorithm) + +Trait declaration for whether an algorithm requires additive noise, i.e. the noise +function is not a function of `u`. + +Defaults to false +""" +requires_additive_noise(alg::AbstractSDEAlgorithm) = false + EnumX.@enumx AlgorithmInterpretation Ito Stratonovich """