SDETools

SDE solver

A Matlab toolbox for numerically solving stochastic differential equations

Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations

GitHub

99 stars
14 watching
34 forks
Language: MATLAB
last commit: about 4 years ago
Linked from 1 awesome list

dynamical-systemsmatlabnoisenumerical-integrationrandomsdesimulationstochasticstochastic-differential-equationsstochastic-processes

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