transition-density

There are 0 repository under transition-density topic.

• acguidoum / Sim.DiffProc

  An R package for symbolic and numerical computations on scalar and multivariate systems of stochastic differential equations (SDEs). It provides users with a wide range of tools to simulate, estimate, analyze, and visualize the dynamics of these systems in both forms Itô and Stratonovich <doi:10.18637/jss.v096.i02>.

  stochastic-differential-equationstochastic-calculusmonte-carlo-simulationparallel-computingmoment-equationstransition-densitydynamic-systemr
  Language:R 13

• juliankappler / PySTFP

  Python module for (symbolic) evaluation of the short-time Fokker-Planck propagator to arbitrary accuracy

  fokker-planckfokker-planck-equationlangevin-dynamicspropagatorstochastic-processestransition-density
  Language:Python 2