3.4.3.6. sdepy.SDE.source_dj

SDE.source_dj(dj=None, dn=None, ptype=<class 'int'>, lam=1.0, y=None)

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, as well as self.dtype and self.rng, 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 and paths of source values are set to

self.paths, self.wshape respectively.

If instantiated, dtype=self.dtype and rng=self.rng

keywords are used upon instantiation.

See also

cpoisson_source