LevyArea.jl swMATH ID: 44932 Software Authors: Kastner, F., Rößler, A. Description: LevyArea.jl: Iterated Stochastic Integrals in Julia. This package implements state-of-the-art methods for the simulation of iterated stochastic integrals. These appear e.g. in higher order algorithms for the solution of stochastic (partial) differential equations. A Matlab version of this package is also available under https://github.com/stochastics-uni-luebeck/LevyArea.m Homepage: https://stochastics-uni-luebeck.github.io/LevyArea.jl/stable/ Source Code: https://github.com/stochastics-uni-luebeck/LevyArea.jl Dependencies: Julia Related Software: YUIMA; SDELab; Bridge.jl; Matlab; SDE-Solver; torchsde; JiTCODE; GitHub; Julia; ItoProcess; SDEModels.jl; sdeint; JiTCSDE; JiTCDDE; Sim.DiffProc; StochasticDiffEq.jl; SODECL; SDE Toolbox Cited in: 1 Document Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year An analysis of approximation algorithms for iterated stochastic integrals and a Julia and Matlab simulation toolbox. Zbl 07676509Kastner, Felix; Rößler, Andreas 2023 Cited by 2 Authors 1 Kastner, Felix 1 Rößler, Andreas Cited in 1 Serial 1 Numerical Algorithms Cited in 1 Field 1 Numerical analysis (65-XX) Citations by Year