diffusionx 0.12.0

A multi-threaded crate for random number generation and stochastic process simulation, with optional GPU acceleration.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64

//! Continuous processes
//!
//! - Brownian motion [Bm]
//! - Fractional Brownian motion [FBm]
//! - Generalized Langevin equation [GeneralizedLangevin]
//! - Langevin equation [Langevin]
//! - Lévy process [Levy] and [AsymmetricLevy]
//! - Cauchy process [Cauchy] and [AsymmetricCauchy]
//! - Ornstein-Uhlenbeck process [OrnsteinUhlenbeck]
//! - Subordinator [Subordinator]
//! - Inverse subordinator [InvSubordinator]
//! - Brownian bridge [BrownianBridge]
//! - Brownian excursion [BrownianExcursion]
//! - Brownian meander [BrownianMeander]
//! - Gamma process [Gamma]
//! - Geometric Brownian motion [GeometricBm]
//! - Lévy walk [LevyWalk]
//! - Brownian yet non-Gaussian process [BnG]

pub mod bm;
pub use bm::*;

pub mod fbm;
pub use fbm::*;

pub mod generalized_langevin;
pub use generalized_langevin::*;

pub mod langevin;
pub use langevin::*;

pub mod levy;
pub use levy::*;

pub mod ou;
pub use ou::*;

pub mod subordinator;
pub use subordinator::*;

pub mod brownian_bridge;
pub use brownian_bridge::*;

pub mod brownian_excursion;
pub use brownian_excursion::*;

pub mod brownian_meander;
pub use brownian_meander::*;

pub mod cauchy;
pub use cauchy::*;

pub mod gamma;
pub use gamma::*;

pub mod geometric_bm;
pub use geometric_bm::*;

/// Lévy walk process with coupled waiting times and jump lengths.
pub mod levy_walk;
pub use levy_walk::*;

pub mod bng;
pub use bng::*;