2.3.14. sdepy.exp_rv¶

sdepy.exp_rv(a=1)[source]¶

Exponential distribution with scale a, possibly time-dependent.

Wraps scipy.stats.expon(scale=a). The probability distribution function is:

if a > 0, pdf(x) = a*exp(-a*x), with support in [0, inf)

if a < 0, pdf(x) = -a*exp( a*x), with support in (-inf, 0]