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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: Matlab; abc-sde; Julia; StochasticDiffEq.jl; sdeint; JiTCDDE; YUIMA; SDELab; Bridge.jl; SDE-Solver; torchsde; JiTCODE; GitHub; ItoProcess; LevyArea.jl; SDEModels.jl; JiTCSDE; Sim.DiffProc; SODECL; LibBi
Cited in: 14 Documents

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