Jake Yeung

Hi, Yes I am thinking of white noise as the derivative of Brownian motion. Practically, I would like to compare SDEs simulated with Brownian motion (where 95% quantiles increase proportionally...

> Nice work @jakeyeung - this PR is looking good. If we can add some unit tests to this, then I think we'll be good to merge. Hi @thomaspinder, glad...

Hi @thomaspinder, sorry for the delay. I have now added a `test_changepoint_kernel()` function under `test_stationary.py`. Hope everything is alright now to merge.

> Nice work @jakeyeung! Just to check: have you rebased from the main branch - the change log seems huge here? Would just make it easier to see what you...