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Add Brownian motion or differential white noise variable #24

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mschauer opened this issue Mar 2, 2018 · 4 comments
Closed

Add Brownian motion or differential white noise variable #24

mschauer opened this issue Mar 2, 2018 · 4 comments

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@mschauer
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mschauer commented Mar 2, 2018

I suppose this is planned all along. ;-)
@ChrisRackauckas
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ChrisRackauckas commented Mar 2, 2018 •
edited

Yes it is. Doesn't have to be white noise though (for RODEs)

@mschauer
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mschauer commented Mar 2, 2018

I am currently working with Levy driven SDEs, so Gamma and t and other self decomposable distributions are also in the back of my mind.

@ChrisRackauckas
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Regular Poisson jump processes are another planned. You might want to see SciML/DifferentialEquations.jl#261

@ChrisRackauckas
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#26

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@ChrisRackauckas @mschauer