# probnum.randprocs.markov.continuous¶

Continous-time transitions and stochastic differential equations.

## Functions¶

 matrix_fraction_decomposition(driftmat, …) Matrix fraction decomposition (assuming no force).

## Classes¶

 SDE(dimension, driftfun, dispmatfun, jacobfun) Stochastic differential equation. LinearSDE(dimension, driftmatfun, …[, …]) Linear stochastic differential equation (SDE), LTISDE(driftmat, forcevec, dispmat[, …]) Linear time-invariant continuous Markov models of the form. Interface for diffusion models $$\sigma: \mathbb{R} \rightarrow \mathbb{R}^d$$ and their calibration. Constant diffusion and its calibration. Piecewise constant diffusion.