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moment-equations

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acguidoum / Sim.DiffProc

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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

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