Piecewise Deterministic Markov Processes in Julia
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README.md

PDMP.jl

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This is a joint work of Romain Veltz (@rveltz) and Simon Frost (@sdwfrost).

PDMP.jl is a Julia package that allows simulation of Piecewise Deterministic Markov Processes (PDMP); these encompass hybrid systems and jump processes, comprised of continuous and discrete components, as well as processes with time-varying rates. The aim of the package is to provide methods for the simulation of these processes that are "exact" up to the ODE integrator.

To install this (unregistered) package, run the command

Pkg.clone("https://github.com/rveltz/PDMP.jl.git")

Please, have a look at the documention.