https://github.com/ocramz/sde
Numerical experiments with stochastic differential equations
https://github.com/ocramz/sde
dynamical-systems numerical-integration numerical-methods sde stochastic-differential-equations stochastic-process stochastic-processes stochastic-volatility-models time-series
Last synced: 6 months ago
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Numerical experiments with stochastic differential equations
- Host: GitHub
- URL: https://github.com/ocramz/sde
- Owner: ocramz
- License: bsd-3-clause
- Created: 2016-12-15T19:09:20.000Z (almost 9 years ago)
- Default Branch: master
- Last Pushed: 2018-12-21T13:05:40.000Z (almost 7 years ago)
- Last Synced: 2025-04-14T18:05:45.088Z (6 months ago)
- Topics: dynamical-systems, numerical-integration, numerical-methods, sde, stochastic-differential-equations, stochastic-process, stochastic-processes, stochastic-volatility-models, time-series
- Language: Haskell
- Homepage:
- Size: 535 KB
- Stars: 19
- Watchers: 3
- Forks: 4
- Open Issues: 2