3 skills found
SciML / StochasticDiffEq.jlSolvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem
mattja / SdeintNumerical integration of Ito or Stratonovich SDEs
acguidoum / Sim.DiffProcAn R package for symbolic and numerical computations on scalar and multivariate systems of stochastic differential equations (SDEs). It provides users with a wide range of tools to simulate, estimate, analyze, and visualize the dynamics of these systems in both forms Itô and Stratonovich <doi:10.18637/jss.v096.i02>.