stochastic-process topic
UQpy
UQpy (Uncertainty Quantification with python) is a general purpose Python toolbox for modeling uncertainty in physical and mathematical systems.
openturns
Uncertainty treatment library
KramersMoyal
kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order
PyDTMC
A library for discrete-time Markov chains analysis.
tidynamics
A tiny package to compute the dynamics of stochastic and molecular simulations
posts
Pieces of code that have appeared on my blog with a focus on stochastic simulations.
sde
Numerical experiments with stochastic differential equations
OSDM
This code belongs to ACL conference paper entitled as "An Online Semantic-enhanced Dirichlet Model for Short Text Stream Clustering"
DelaySSAToolkit.jl
DelaySSAToolkit.jl: a tool in Julia for stochastic simulation with delays
Fractional-Brownian-Motion
Python implementation of fractional brownian motion