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

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