A library of noise processes for stochastic systems
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README.md

DiffEqNoiseProcess.jl

Build Status Build status Coverage Status codecov.io DiffEqNoiseProcess DiffEqNoiseProcess

DiffEqNoiseProcess.jl is a component package in the DifferentialEquations ecosystem. It holds the tools for developing noise processes for differential equations. While completely independent and usable on its own, users interested in using this functionality should check out DifferentialEquations.jl.

Documentation

Extensive documentation of this functionality is on the Noise Process page.