A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.
julia
bayesian-inference
sde
mcmc
stochastic-differential-equations
diffusion
ornstein-uhlenbeck
brownian-motion
levy-process
vasicek
diffusion-processes
simulating-diffusion-bridges
gamma-process
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Updated
Jan 27, 2022 - Jupyter Notebook