# Stochastic Volatility with Jump Diffusion?

**URL:** <https://discourse.pymc.io/t/stochastic-volatility-with-jump-diffusion/1784>\
**Category:** Questions\
**Created:** [August 22, 2018, 4:40pm UTC](https://discourse.pymc.io/t/stochastic-volatility-with-jump-diffusion/1784 "2018-08-22T16:40:15Z")\
**Posts on this page:** 1\
**Showing post:** 24

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**Author:** ![Marion2025](https://avatars.discourse-cdn.com/v4/letter/m/dc4da7/32.png) [@Marion2025](https://discourse.pymc.io/u/Marion2025)\
**Post date:** [April 7, 2021, 9:29am UTC](https://discourse.pymc.io/t/stochastic-volatility-with-jump-diffusion/1784/24 "2021-04-07T09:29:02Z")

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Yes that’s correct. The challenge was getting correlated error implemented. I hacked something together in PyMC3 for correlated errors in the discussion thread below using some workarounds but it was very slow and I couldn’t get it to work for a square root vol process, only a log vol process

> [@Help with Multivariate SDE Timeseries](https://discourse.pymc.io/t/help-with-multivariate-sde-timeseries/1910/20):
>
> Can’t you use a pm.Potential for this?

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