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

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