diffusion-processes

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mschauer / Bridge.jl

A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.

julia bayesian-inference sde mcmc stochastic-differential-equations diffusion ornstein-uhlenbeck brownian-motion levy-process vasicek diffusion-processes simulating-diffusion-bridges gamma-process

Updated Jan 27, 2022
Jupyter Notebook

giulio98 / functional-diffusion-processes

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Official code for Continuous-Time Functional Diffusion Processes (NeurIPS 2023).

functional hydra flax hilbert-spaces jax diffusion-processes generative-modeling score-based-generative-models stochastic-partial-differential-equations

Updated May 5, 2024
Python

YW81 / DMCmatlab

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Diffusion Model for Conflict Tasks, CP15-Automatic and controlled stimulus processing in conflict tasks: Superimposed diffusion processes and delta functions

diffusion-processes conflict-tasks

Updated Mar 13, 2019
MATLAB

PhD thesis (Imperial College London, 2021) on spatially irregular ODEs and a pathwise volatility modelling framework: random ODEs, Heston and CIR limits, inverse Gaussian processes, rough volatility. LaTeX source and a Lean 4 formalisation in progress.

Updated Oct 19, 2026
TeX

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