SDETools
SDE solver
A Matlab toolbox for numerically solving stochastic differential equations
Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations
99 stars
14 watching
33 forks
Language: MATLAB
last commit: about 4 years ago
Linked from 1 awesome list
dynamical-systemsmatlabnoisenumerical-integrationrandomsdesimulationstochasticstochastic-differential-equationsstochastic-processes
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