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. |

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