Code for "Numerical methods for the 2nd moment of stochastic ODEs" (https://arxiv.org/abs/1611.02164)
-
Updated
Feb 16, 2017 - MATLAB
Code for "Numerical methods for the 2nd moment of stochastic ODEs" (https://arxiv.org/abs/1611.02164)
MATLAB codes that generate random neuron spikes and convert them into fluorescence data
Usefull models simulating stochastic processes in different times scales with or without reproduction of long-term percistence (Hurst-Kolmogorov behaviour). Also a simple tool for determening the Hurst coefficient is provided. All code is in the form of Matlab functions.
My solution of a simple Reinforcement learning problem
Probability Models, Detection, and ML + MMSE estimation
codes from theorems in the field of stochastic processes
Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations
This repository contains material made as a part of a 1st semester project at the Signal Processing and Acoustics master at Aalborg University.
Observation on the Implication of Central Limit Theorem
Stochastic simulations using Octave for normal multivariate and queueing theory problems.
In the second semester of 2021 - 2022, I took the course "Stochastic Process", which included programming exercises and projects in MATLAB language in the above files and you can see.
MATLAB code to generate Riemann-Liouville fractional and multifractional Brownian motion paths with a given Hurst function.
A collection of numerical implementations for the simulation of well-known stochastic processes on MATLAB.
Using Finite Element and Finite Difference Methods to Price European Options
StoMADS algorithm for stochastic blackbox optimization
We present a user-friendly open-source Matlab package for stochastic data analysis that enables to perform a standard analysis of given turbulent data and extracts the stochastic equations describing the scale-dependent cascade process in turbulent flows through Fokker-Planck equations and concepts of non-equilibrium stochastic thermodynamics.
Matlab functions to test the stationarity of a random process
repo for the paper https://onlinelibrary.wiley.com/doi/full/10.1111/tra.12639
Add a description, image, and links to the stochastic-processes topic page so that developers can more easily learn about it.
To associate your repository with the stochastic-processes topic, visit your repo's landing page and select "manage topics."