Sim.DiffProc swMATH ID: 17081 Software Authors: Guidoum, Arsalane Chouaib; Boukhetala, Kamal 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: R; DiffProc; YUIMA; sde; fda (R); GitHub; MASS (R); JiTCSDE; DiffusionRimp; knitr; Julia; energy; e1071; ACSSCode; OUOUCIR; Treevo; qPR; bayestestR; GEIGER; TreeSim Cited in: 12 Documents Standard Articles 1 Publication describing the Software Year Performing Parallel Monte Carlo and Moment Equations Methods for Ito and Stratonovich Stochastic Differential Systems: R Package Sim.DiffProc Link Arsalane Chouaib Guidoum, Kamal Boukhetala 2020 all top 5 Cited by 29 Authors 1 Abi-ayad, Ilham 1 Afkhami, Mohamad 1 Albano, Giuseppina 1 Bourgey, Florian 1 Chow, Sy-Miin 1 Dadgar, Aniseh 1 Emadi, Mahdi 1 Ghoddusi, Hamed 1 Giorno, Virginia 1 Gobet, Emmanuel 1 Hlávka, Zdeněk 1 Hunter, Michael D. 1 Hušková, Marie 1 Jhwueng, Dwueng-Chwuan 1 Jiao, Ying 1 Kastner, Felix 1 Londoño, Jaime A. 1 Lu, Zhaohua 1 Meintanis, Simos George 1 Mourid, Tahar 1 N’drin, Julien Apala 1 Ou, Lu 1 Román Román, Patricia 1 Román-Román, Sergio 1 Rößler, Andreas 1 Serrano-Pérez, Juan José 1 Shafie, Khalil 1 Stifter, Cynthia A. 1 Torres Ruiz, Francisco de Asís all top 5 Cited in 12 Serials 1 Mathematical Biosciences 1 British Journal of Mathematical & Statistical Psychology 1 Systems & Control Letters 1 Statistics & Probability Letters 1 Annals of Operations Research 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 8 Fields 6 Statistics (62-XX) 5 Probability theory and stochastic processes (60-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Systems theory; control (93-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