sdepy.kou_jumpdiff_process.source_dj¶

kou_jumpdiff_process.source_dj(dj=None, dn=None, ptype=<class 'int'>, lam=1.0, a=0.5, b=0.5, pa=0.5)¶

Set up a source of compound Poisson process increments (jumps), to be used as ‘dj’ during integration.

Parameters:	dj : source, or source subclass, or None If an object complying with the `source` protocol, it is returned (`ptype`, `lam` and `y` are ignored). If a source subclass, it is instantiated with the given parameters, and returned. If None, a new instance of `cpoisson_source` is returned, with the given parameters. ptype, lam, y : see `cpoisson_source` documentation
Returns:	An object complying with the `source` protocol, instantiating the requested stochasticity source. The shape of source values is set to `wshape`.