sde

Stochastic Differential Equations

This is a place to play with stochastic differential equations in jupyter notebooks.

1. a random walk in 1 dimension https://colab.research.google.com/github/robot144/sde/blob/master/1_random_walk.ipynb
2. basic concepts of a stochastic differential equation https://colab.research.google.com/github/robot144/sde/blob/master/2_stochastic_differential_equation.ipynb