https://github.com/mschauer/bridge.jl

A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.

bayesian-inference brownian-motion diffusion diffusion-processes gamma-process julia levy-process mcmc ornstein-uhlenbeck sde simulating-diffusion-bridges stochastic-differential-equations vasicek

Last synced: 22 Aug 2025