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transition-density

Here are 2 public repositories matching this topic...

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>.

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

Updated Mar 5, 2024
R

juliankappler / PySTFP

Python module for (symbolic) evaluation of the short-time Fokker-Planck propagator to arbitrary accuracy

stochastic-processes propagator langevin-dynamics transition-density fokker-planck-equation fokker-planck

Updated Jun 26, 2024
Python

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