swMATH ID: 36538
Software Authors: Christopher Rackauckas; et al.
Description: StochasticDiffEq.jl is a component package in the DifferentialEquations ecosystem. It holds the stochastic differential equations solvers and utilities. While completely independent and usable on its own, users interested in using this functionality should check out DifferentialEquations.jl.
Homepage: https://github.com/SciML/StochasticDiffEq.jl
Source Code:  https://github.com/SciML/StochasticDiffEq.jl
Dependencies: Julia
Related Software: JiTCODE; Julia; GitHub; JiTCSDE; JiTCDDE; PowerDynamics.jl; StochasticDelayDiffEq.jl; DifferentialEquations.jl; LightGraphs.jl; NetworkDynamics.jl; YUIMA; SDELab; Bridge.jl; Matlab; SDE-Solver; torchsde; ItoProcess; LevyArea.jl; SDEModels.jl; sdeint
Cited in: 2 Documents

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