Restricting diffusion's state space


Many standard diffusions are defined only on a subset of $\RR^d$, and thus, it is often needed to restrict the state space on which trajectories can be sampled. We provide a set of structs that may be passed at the time of defining a diffusion law (calling the macro @diffusion_process) to restrict the state space of the diffusion

DiffusionDefinition.LowerBoundedStateSpaceType
LowerBoundedStateSpace{T,S,N} <: DiffusionStateSpace

Lower bounds imposed on the state-space of a diffusion process. T is used to list the indices that have lower-bound restrictions, S indicates the values of the lower-bounds, N is the total number of coordinates with lower-bound restrictions

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DiffusionDefinition.UpperBoundedStateSpaceType
UpperBoundedStateSpace{T,S,N} <: DiffusionStateSpace

Upper bounds imposed on the state-space of a diffusion process. T is used to list the indices that have upper-bound restrictions, S indicates the values of the upper-bounds, N is the total number of coordinates with upper-bound restrictions

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DiffusionDefinition.BoundedStateSpaceType
BoundedStateSpace{L,U} <: DiffusionStateSpace

Upper and lower bounds imposed on the state-space of a diffusion process. L corresponds to lower bounds, U corresponds to upper bounds.

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