There are 3 repositories under stochastic-process topic.
A library for discrete-time Markov chains analysis.
kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order
Pieces of code that have appeared on my blog with a focus on stochastic simulations.
Python implementation of fractional brownian motion
A tiny package to compute the dynamics of stochastic and molecular simulations
DelaySSAToolkit.jl: a tool in Julia for stochastic simulation with delays
This repository includes Matlab codes/routines that were used in our manuscript entitled "Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks" that can be found in this preprint: https://arxiv.org/abs/1911.06286
Simulation for deep reinforcement learning on stochastic time series
The Coastal version of the Stochastic Multcloud model
The code that powers my thesis
Geostatistical Inversion
C++ implementation of the Structural Preferential Attachment network growth simulation
A multi agent dynamics application of lloyd's deployment algorithm bases on centroidal veronoi tesselations
Minimalist Matlab implementation of a random process generation in one point
The offcial implementation of the Moment Neural Network (MNN)
Basic discrete event simulation of a queuing system. This simulation can be used as a basis for most other types of discrete-event simulations. This version is an example that simulates a G/G/c queuing system.
Software Architecture Modeling for System of Systems
Учебные листы по 'Стохастическому анализу и его приложениях в машинном обучении'
Python scripts based on Dobrow's "Introduction to Stochastic Processes with R"
CS 5291 Stochastic Process for Networking 2022 Course Materials
Stochastic Processes: Basic Examples
Jupyter notebooks and learning notes of weather derivatives