diffusion-process

Deprecated in favour of TopoMetry: https://github.com/davisidarta/topometry

(Paper) On the Diffusion Process in Photoplethysmography Imaging

Discontinuous Galerkin Fast Spectral (DGFS) in one dimension

Merton Jump Diffusion CPP

Code for Cascade Virality

numerical simulation with path integral

Research code for nonparametric stationarity testing of diffusion processes using time-domain and state-domain volatility estimation. Includes simulation studies, statistical inference, and empirical applications.

Parameter estimation for a bidimensional partially observed Ornstein-Uhlenbeck process with biological application

Efficient Diffusion on Region Manifolds: Recovering Small Objects with Compact CNN Representations

Python implementation of Wang & Chirikjian's diffusion-based algorithm for workspace generation of highly articulated manipulators.

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

This is the storage folder of code files for my Masters Thesis named "Corporate Bond Defaults: Models and Simulations".

Code used for "A Diffusion-Based Approach for Simulating Forward-in-Time State-Dependent Speciation and Extinction Dynamics" paper