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

Detection of evolutionary shifts in Ornstein-Uhlenbeck models

Ornstein-Uhlenbeck models for phylogenetic comparative hypotheses

Ornstein-Uhlenbeck brownian motion Script CHOP for TouchDesigner — smooth, mean-reverting procedural noise

Tennis Game play using Multi Agent DDPG - Deep Reinforcement Learning

A real-time dynamic clamp sketch for the pyClamp interface

A collection of numerical implementations for the simulation of well-known stochastic processes on MATLAB.

R package for the exact simulation of non-negative shot noise processes and Lévy-driven non-Gaussian Ornstein-Uhlenbeck (OU) processes, in particular OU-Poisson, OU-Gamma and OU-inverse Gaussian processes from the paper by Tamborrino and Lansky, 'Shot noise, weak convergence and diffusion approximations', Physica D, 2021. https://www.sciencedire…

Independently maintained fork of l1ou for detecting evolutionary shifts and convergent regimes in comparative data.

A Pyro-PPL implementation of a 2D Ornstein-Uhlenbeck process using stochastic variational inference.

Teach a Quadcopter How to Fly!

Educational mini research on diffusion and Ornstein-Uhlenbeck interpretations of equity-market dynamics using detrended log-prices.

Numerical simulation of a stochastic growth process with exp-OU growth rates