acguidoum/Sim.DiffProc

An R package for symbolic and numerical computations on scalar and multivariate systems of stochastic differential equations (SDEs). It provides users with a wide range of tools to simulate, estimate, analyze, and visualize the dynamics of these systems in both forms Itô and Stratonovich <doi:10.18637/jss.v096.i02>.

语言：R · GitHub 星标：14 · Fork：5

话题：dynamic-system · moment-equations · monte-carlo-simulation · parallel-computing · r · stochastic-calculus · stochastic-differential-equation · transition-density

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