Sim.DiffProc swMATH ID: 17081 Software Authors: Arsalane Chouaib Guidoum, Kamal Boukhetala Description: R package Sim.DiffProc. Simulation of Diffusion Processes. Provides the functions for simulating and modeling of stochastic differential equations (SDE’s). Statistical analysis and simulation of the solution of SDE’s enabled many searchers in different domains to use these equations to modeling practical problems, in financial and actuarial modeling and other areas of application. For example, modeling and simulate of dispersion in shallow water using the attractive center (Boukhetala K, 1996). Homepage: https://cran.r-project.org/web/packages/Sim.DiffProc/index.html Source Code: https://github.com/cran/Sim.DiffProc Dependencies: R Keywords: CRAN; R package; Simulation; Diffusion Processes; stochastic differential equations; SDE; Journal of Statistical Software; stochastic calculus; moment equations; Monte Carlo simulation; parallel computing; statistical sampling; statistical analysis; nonparametric; transition density; reproducible research Related Software: DiffProc; R; YUIMA; GitHub; Julia; JiTCSDE; knitr; DiffusionRimp; sde; SDELab; Bridge.jl; Matlab; SDE-Solver; torchsde; JiTCODE; ItoProcess; LevyArea.jl; SDEModels.jl; sdeint; JiTCDDE Cited in: 9 Documents Standard Articles 1 Publication describing the Software Year all top 5 Cited by 19 Authors 1 Abi-ayad, Ilham 1 Afkhami, Mohamad 1 Albano, Giuseppina 1 Dadgar, Aniseh 1 Emadi, Mahdi 1 Ghoddusi, Hamed 1 Giorno, Virginia 1 Hlávka, Zdeněk 1 Hušková, Marie 1 Jhwueng, Dwueng-Chwuan 1 Kastner, Felix 1 Londoño, Jaime A. 1 Meintanis, Simos G. 1 Mourid, Tahar 1 Román Román, Patricia 1 Román-Román, Sergio 1 Rößler, Andreas 1 Serrano-Pérez, Juan José 1 Shafie, Khalil all top 5 Cited in 9 Serials 1 Mathematical Biosciences 1 Statistics & Probability Letters 1 Numerical Algorithms 1 Journal of Statistical Computation and Simulation 1 Computational Statistics and Data Analysis 1 Test 1 Quantitative Finance 1 SIAM Journal on Financial Mathematics 1 Understanding Complex Systems all top 5 Cited in 7 Fields 5 Statistics (62-XX) 4 Probability theory and stochastic processes (60-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Biology and other natural sciences (92-XX) Citations by Year