SPDEs's repositories
computational-sde-intro-lecture
Lecture "A computational introduction to stochastic differential equations".
kalman-rust
A simple implementation of Kalman filter and RTS smoother in Rust (ndarray)
Language:Julia000
Stochastic partial differential equations. Und wenn du lange in einen SPDEs blickst, blickt der SPDEs auch in dich hinein.
Sweden
Lecture "A computational introduction to stochastic differential equations".
A simple implementation of Kalman filter and RTS smoother in Rust (ndarray)