brownian_bridge.m	Generates a Brownian bridge process.
brownian_bridge_stratification.m	Generates a stratified Brownian motion paths. Uses brownian_bridge.m.
compp.m	Generates a compound Poisson process.
fbm.m	Generates fractional Brownian motion via fractional Gaussian noise.
findneigh.m	Find the neighboring sites in a grid.
gbm_comp.m	A comparison of SDE implementations.
geometricbm.m	Generates a geometric Brownian motion.
gp_sparsechol.m	Generating a Gaussian Markov random field. Uses findneigh.m and ij2k.m
gp_sparsechol_cond.m	Similar to gp_sparsechol.m but with boundary conditions. Uses findneigh.m and ij2k.m.
hompoich.m	Generates a homogeneous Poisson process and its convex hull.
hypercube.m	Generates a decimal representation of a Markov chain on a hypercube.
ij2k.m	Converts from (i,j) coordinates to a label k.
jumpdiff.m	Generates a jump diffusion.
maze.m	Generates the maze Markov chain.
mjprep.m	Generates a realization of a reliability Markov jump process.
movav.m	Generates a moving average time series.
nonhommjp.m	Generates a non-homogeneous Markov jump process via acceptance-rejection.
ou_timechange_ex.m	Generating an Ornstein-Uhlenbeck process via a time change.
pois.m	Generates a non-homogeneous Poisson process.
rbm.m	Generates a reflected Brownian motion.
rpcauchy.m	Generates a Cauchy process.
statgaus.m	Generates a stationary Gaussian process via circular embedding.
vdpol.m	Generates a random Duffing-Van der Pol Oscillator.
wp3d.m	Generates a 3-dimensional Wiener process.

back