# src/DiffEq/Beta.h file

System of beta SDEs.

### Contents

• Reference

This file implements the time integration of a system of stochastic differential equations (SDEs) with linear drift and quadratic diagonal diffusion, whose invariant is the joint beta distribution.

In a nutshell, the equation integrated governs a set of scalars, , , as

with parameter vectors , , and . Here is an isotropic vector-valued Wiener process with independent increments. The invariant distribution is the joint beta distribution. This system of SDEs consists of N independent equations. For more on the beta SDE, see https://doi.org/10.1080/14685248.2010.510843.

## Namespaces

namespace walker
Walker declarations and definitions.

## Classes

template<class Init, class Coefficients>
class walker::Beta
Beta SDE used polymorphically with DiffEq.