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.