Extending JumpProcess.jl for fast point process simulation with time-varying intensities
Files
First author draft
Date
2023
Authors
Zagatti, G.
Isaacson, Samuel
Rackauckas, C.
Ilin, Vasily
N.G., See-Kiong
Bressan, S.
Version
First author draft
OA Version
Citation
G. Zagatti, S. Isaacson, C. Rackauckas, V. Ilin, S.-K. NG, S. Bressan. 2023. "Extending JumpProcess.jl for fast point process simulation with time-varying intensities" arXiv preprint (Submitted). https://doi.org/10.48550/arXiv.2306.06992
Abstract
Co-lead author with G. Zagatti