https://github.com/dancixx/stochastic-js

This project try to bring closer the stochastic calculus and Typescript.
https://github.com/dancixx/stochastic-js

malliavin-calculus mathematical-finance mathematical-modelling mathematics stochastic stochastic-differential-equations stochastic-processes

Last synced: about 1 month ago
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This project try to bring closer the stochastic calculus and Typescript.

• Host: GitHub
• URL: https://github.com/dancixx/stochastic-js
• Owner: dancixx
• License: mit
• Created: 2022-04-08T15:02:37.000Z (over 2 years ago)
• Default Branch: main
• Last Pushed: 2023-07-02T12:06:14.000Z (over 1 year ago)
• Last Synced: 2024-10-13T15:42:53.113Z (2 months ago)
• Topics: malliavin-calculus, mathematical-finance, mathematical-modelling, mathematics, stochastic, stochastic-differential-equations, stochastic-processes
• Language: TypeScript
• Homepage: stochastic-js-docs.vercel.app
• Size: 293 KB
• Stars: 5
• Watchers: 1
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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### Stochastic.js

This package is created to bring closer the stochastic calculus in Typescript.

Check the new documentation page.

[Documentation](https://stochastic-js-docs.vercel.app/)

\*\*NOTE: the documentation is under construction. Please be patient while all features will be implemented.

### Installation

```

yarn add stochastic-js

```

```

npm i stochastic-js

```

### Maintenance

This is a totally new project. The modules will be come in the future as I have time for it or if there is any request.

### Sponsoring

This library can be very useful for anybody who wants to play with stochastic analysis or find data generators for machine learning projects. I plan to extend to a much more complex Math library with a lot of useful tools, but the main concept is still around financial mathematics. If you like this project you can give me a ⭐️.

[!["Buy Me A Coffee"](https://www.buymeacoffee.com/assets/img/custom_images/orange_img.png)](https://www.buymeacoffee.com/dancixx)