stochastic-differential-equations topic

Python package to discover stochastic differential equations from time series data

tee-lab

Zheng Zhao's doctoral dissertation from Aalto University

zgbkdlm

kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order

LRydin

Hierarchical continuous time state space modelling

cdriveraus

An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies

jirotubuyaki

Differential equation problem specifications and scientific machine learning for common financial models

SciML

Easy scientific machine learning (SciML) parameter estimation with pre-built loss functions

SciML

A library of premade problems for examples and testing differential equation solvers and other SciML scientific machine learning tools

SciML

Variational Inference for Langevin Equations

citiususc

A C++ implementation of a stochastic level-set method.

lohedges