Julia package to simulate stochastic processes.
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Updated
Aug 26, 2020 - Julia
Julia package to simulate stochastic processes.
Examples of computational stochastic processes in Julia lang
A Julia package that provides high-level abstractions for simulating and deploying stochastic filters
Stochastic-like characteristics of arithmetic dynamical systems: the Collatz hailstone sequences
Julia package to facilitate the construction of JumpProblems on graphs.
Suite of simulations of spatio-temporal early warning signals of stochastic and deterministic dynamical systems
A Julia package for the computation of hard, theoretically guaranteed bounds on the moments of jump-diffusion processes with polynomial data
Computes the boundary crossing probability for a general diffusion process and time-dependent boundary.
Julia stochastic processes package.
Efficiently generate Gaussian stochastic processes with heavy-tailed algebraic correlations.
A lightweight, efficient package for simulating stochastic processes on various domains.
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Tools to generate and study moment equations for any chemical reaction network using various moment closure approximations
Julia Package for Generating Scenario Trees and Scenario Lattices for Multistage Stochastic Optimization
Piecewise Deterministic Markov Processes in Julia
A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)
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