Bridge.jl swMATH ID: 40279 Software Authors: Schauer M Description: Bridge.jl: A Statistical Toolbox for Diffusion Processes and Stochastic Differential Equations. A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge. Homepage: https://arxiv.org/abs/1311.3606 Source Code: https://github.com/mschauer/Bridge.jl Dependencies: Julia Related Software: BayesEstDiffusion.jl; Julia; ForwardDiff; GitHub; Theano; CODA; EnKF; LDDMM; LibBi; YUIMA; SDELab; Matlab; SDE-Solver; torchsde; JiTCODE; ItoProcess; LevyArea.jl; SDEModels.jl; sdeint; JiTCSDE Cited in: 18 Documents Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year Guided proposals for simulating multi-dimensional diffusion bridges. Zbl 1415.65022Schauer, Moritz; van der Meulen, Frank; van Zanten, Harry 2017 all top 5 Cited by 29 Authors 7 Schauer, Moritz 7 van der Meulen, Frank Henri 4 Golightly, Andrew 3 Sherlock, Chris 2 Arnaudon, Alexis 2 Bierkens, Joris 2 Sommer, Stefan 1 Bayer, Christian 1 Beskos, Alexandros 1 Boys, Richard J. 1 Crisan, Dan O. 1 Del Moral, Pierre 1 Grazzi, Sebastiano 1 Holm, Darryl Dallas 1 Jasra, Ajay 1 Kantas, Nikolas 1 Kastner, Felix 1 Mai, Hilmar 1 Mider, Marcin 1 Murray, Lawrence M. 1 Nickl, Richard 1 Ray, Kolyan 1 Rößler, Andreas 1 Ruzayqat, Hamza M. 1 Schoenmakers, John G. M. 1 Suda, David 1 van Zanten, Harry 1 Whitaker, Gavin A. 1 Wilkinson, Darren James all top 5 Cited in 13 Serials 4 Statistics and Computing 2 Advances in Applied Probability 2 Electronic Journal of Statistics 1 The Annals of Statistics 1 Numerical Algorithms 1 Communications in Statistics. Theory and Methods 1 SIAM Journal on Scientific Computing 1 Bernoulli 1 Foundations of Computational Mathematics 1 Statistical Applications in Genetics and Molecular Biology 1 Stochastics 1 SIAM Journal on Imaging Sciences 1 SIAM/ASA Journal on Uncertainty Quantification all top 5 Cited in 6 Fields 14 Probability theory and stochastic processes (60-XX) 14 Numerical analysis (65-XX) 11 Statistics (62-XX) 1 Mechanics of particles and systems (70-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Biology and other natural sciences (92-XX) Citations by Year