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  • $\begingroup$ Hi! I put in a toy example in the main post, in order to better explain myself. Is it helpful? $\endgroup$ Commented Oct 5, 2014 at 19:03
  • $\begingroup$ Geoff, what if the process was deterministic? I suppose then the argument could be made that there would be some way to model it using a DE rule? $\endgroup$ Commented Oct 6, 2014 at 7:12
  • $\begingroup$ @user89: The issue with your process, as I read it, is that it is discontinuous. Even if you were to remove the nondeterministic component (which I view as the more pressing issue right now, because the nondeterministic process seems to make it more of an SDE than an ODE), your right-hand side appears to be discontinuous. Since odeint calls LSODA, and LSODA expects continuously differentiable right-hand side functions, using odeint here is not going to work. (Nor will many other common methods.) $\endgroup$ Commented Oct 6, 2014 at 10:12