Releases: SciML/JumpProcesses.jl
Add Variable Rate Jumps
Variable rate jump functionality now works, and tests have been updated to make sure that the values are in acceptable ranges.
Initial Release
This package allows one to extend a differential equation (or discrete problem) to have jumps. This allows one to solve Gillespie-type equations and jump diffusions using the differential equation solvers of DifferentialEquations.jl as an engine. An example is already in the latest docs:
http://docs.juliadiffeq.org/latest/tutorials/discrete_stochastic_example.html
Right now, only equations with jumps that are not dependent on the differential equation are allowed. To allow for such variable rate jumps, a different approach has to be taken which will be the v0.1.0 release (and I hope to have that done by next week... I have to present on it so it has to be done).