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sdeint

swMATH ID: 35815
Software Authors: Aburn, M. J.; Ram, Y.
Description: sdeint is a collection of numerical algorithms for integrating Ito and Stratonovich stochastic ordinary differential equations (SODEs). It has simple functions that can be used in a similar way to scipy.integrate.odeint() or MATLAB’s ode45.
Homepage: https://github.com/mattja/sdeint/
Source Code:  https://github.com/mattja/sdeint/
Related Software: JiTCDDE; YUIMA; SDELab; Bridge.jl; Matlab; SDE-Solver; torchsde; JiTCODE; GitHub; Julia; ItoProcess; LevyArea.jl; SDEModels.jl; JiTCSDE; Sim.DiffProc; StochasticDiffEq.jl; SODECL; SDE Toolbox; NetworkX; SciPy
Cited in: 1 Document

Cited in 1 Serial

1 Numerical Algorithms

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