This example is meant for the DTU student studying Scientific Computing for Differential Equations I (02686).
-
Updated
Mar 15, 2021 - C
#
stochastic-differential-equations
Here are 3 public repositories matching this topic...
The numerical calculation method for stochastic differential equation by Gillespie
-
Updated
Jul 21, 2020 - C
Approximation of Stochastic Differential Equations (SDE) using the Euler-Maruyama Scheme.
c r numerical-methods stochastic-differential-equations numerical-integration numerical-analysis stochastic-simulation
-
Updated
Jan 23, 2023 - C
Improve this page
Add a description, image, and links to the stochastic-differential-equations topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the stochastic-differential-equations topic, visit your repo's landing page and select "manage topics."