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fix SROCK2 for NoiseWrapper noise
fixes SciML#505
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src/perform_step/SROCK_perform_step.jl

Lines changed: 6 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -332,8 +332,12 @@ end
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sqrt_dt = sqrt(abs(dt))
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if gen_prob
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vec_χ .= 1//2 .+ oftype(W.dW, rand(W.rng, length(W.dW)))
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@.. vec_χ = 2*floor(vec_χ) - 1
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if hasfield(W, :rng)
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rand!(W.rng, vec_χ)
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else
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rand!(vec_χ)
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end
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@.. vec_χ = 2*floor(vec_χ + 1//2) - 1
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end
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μ = recf[start] # here κ = 0

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