A very naive SDE solver. Course Project of "Stochastic Process"
run julia, then run
using Pkg
Pkg.add("https://github.com/PDE2718/NaiveSDE.jl")You can find some examples in the model_zoo folder, including a stochastic lorenz attractor.
A very naive SDE solver. Course Project of "Stochastic Process"
A very naive SDE solver. Course Project of "Stochastic Process"
run julia, then run
using Pkg
Pkg.add("https://github.com/PDE2718/NaiveSDE.jl")You can find some examples in the model_zoo folder, including a stochastic lorenz attractor.
A very naive SDE solver. Course Project of "Stochastic Process"