SDE Toolbox

swMATH ID: 10557
Software Authors:
Description: SDE toolbox: simulation and estimation of stochastic differential equations with MATLAB. SDE Toolbox is a free MATLAB® package to simulate the solution of a user defined Itô or Stratonovich stochastic differential equation (SDE), estimate parameters from data and visualize statistics; users can also simulate an SDE model chosen from a model library.
Homepage: http://sdetoolbox.sourceforge.net/
Dependencies: Matlab
Related Software: abc-sde; Matlab; Julia; LibBi; abcpmc; DREAM; onesamp; msABC; DR-ABC; ABrox; PopABC; ABC-SysBio; CosmoPMC; REJECTOR; astroABC; msBayes; Serial SimCoal; epinet; synlik; PRISM
Cited in: 12 Publications

Citations by Year