Question regarding definition of Ornstein-Uhlenbeck model code comment

[nhattan417]

Hi,
From the paper on PyMLE, the Ornstein-Uhlenbeck model is given by the SDE: $$dS_t=\kappa(\mu−S_t)dt+\sigma dW_t$$. However, in the documentation comment of the OU model code below, I see something different:

pymle/pymle/models/OrnsteinUhlenbeck.py

Lines 9 to 18 in 412f74f

	"""
	Model for OU (ornstein-uhlenbeck):
	Parameters: [kappa, mu, sigma]
	dX(t) = mu(X,t)*dt + sigma(X,t)*dW_t
	where:
	mu(X,t) = kappa * (mu - X)
	sigma(X,t) = sigma * X
	"""

I believe line 17:

pymle/pymle/models/OrnsteinUhlenbeck.py

Line 17 in 412f74f

sigma(X,t) = sigma * X

should be re-written as:

        # sigma(X,t) = sigma

and the code relating to density and calculations should be adjusted accordingly?
Please correct me if I am wrong. Thank you.