Hi, thanks for your really great library! it really saves my day.
I'm not expert in maths, but am currently interested in simulating sde include a poisson process. is it possible or would you incorporate a poisson process dNt into your library in the future? it could be great if you can suggest some ways to implement it. Thanks for your help in advance!
Hi, thanks for your really great library! it really saves my day.
I'm not expert in maths, but am currently interested in simulating sde include a poisson process. is it possible or would you incorporate a poisson process dNt into your library in the future? it could be great if you can suggest some ways to implement it. Thanks for your help in advance!