Evolve

Function Evolve within Stoch Processreturns the value x(t0 + dt) that the state variable x has reached at time t1 + dt when both its initial value x(t1) at time t1 and the stochastic shock dw are known.
The interval dt is treated as small, so that if we write the SDE as dx = μ(x,t)dt + σ(x,t)dw, the coefficients μ(x,t) and σ(x,t) are kept constant during the interval dt.
Note that the dimensionality of both the stochastic shock dw and the returned array is the same with the dimensionality of the state variable x.