Numerical integrators for simulating stochastic differential equations in Python.
To install the latest version of the simsde package and its dependencies in a Python 3.7 or above environment run
pip install git+https://github.com/matt-graham/simsde.git@main
To run the example notebooks you will also need to install JAX, Matplotlib and Jupyter, for example by running
pip install jax matplotlib jupyterlab