# Code for simulating jump diffusion?

**URL:** https://discourse.julialang.org/t/code-for-simulating-jump-diffusion/1154
**Category:** General Usage
**Tags:** diffeq
**Created:** [December 26, 2016, 5:14pm UTC](https://discourse.julialang.org/t/code-for-simulating-jump-diffusion/1154 "2016-12-26T17:14:58Z")
**Posts on this page:** 1
**Showing post:** 20

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### Author: ![ChrisRackauckas](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/chrisrackauckas/32/77_2.png) [@ChrisRackauckas](https://discourse.julialang.org/u/ChrisRackauckas)
#### Post date: [January 30, 2017, 9:27am UTC](https://discourse.julialang.org/t/code-for-simulating-jump-diffusion/1154/20 "2017-01-30T09:27:28Z")

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An update:

I have the full event handling framework working for SDEs on the `Roots` branch, so callbacks to implement jumps can be done using the methods I described. However, I am contemplating whether this release can really be considered v0.5-compatible, since it introduces a performance degredation due to a v0.5 bug:

> [@Handling #18465 on v0.5](https://discourse.julialang.org/t/handling-18465-on-v0-5/1773):
>
> [https://github.com/JuliaLang/julia/issues/18465](https://github.com/JuliaLang/julia/issues/18465) This issue causes some really weird performance regressions. I have a potential one related to using Roots.jl in a new release of the StochasticDiffEq.jl module for DifferentialEquations.jl that I would like to do. However, there doesn’t seem to be any Julia v0.5.x coming and no posted workaround, so I was wondering what I should do in terms of package release. I could just make a last v0.5 release pre-using Roots.jl, and then have a version wi…

I’ll have some easy to use implementations of those jump callbacks together in a few days and start to get everything tagged.

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