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ChrisRackauckas avatar ChrisRackauckas commented on July 23, 2024 1

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

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ChrisRackauckas avatar ChrisRackauckas commented on July 23, 2024

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

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mschauer avatar mschauer commented on July 23, 2024

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.

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ChrisRackauckas avatar ChrisRackauckas commented on July 23, 2024

#26

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