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Top 10 stochastic-differential-equations open source projects

Differentialequations.jl

Multi-language suite for high-performance solvers of differential equations and scientific machine learning (SciML) components

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Financial Models Numerical Methods

Collection of notebooks about quantitative finance, with interactive python code.

DiffEqParamEstim.jl

Easy scientific machine learning (SciML) parameter estimation with pre-built loss functions

✭ 36

julia estimation ode dde differential-equations parameter-estimation ordinary-differential-equations differentialequations sde dae stochastic-differential-equations differential-algebraic-equations neural-ode scientific-ai scientfic-ml

SdePy: Numerical Integration of Ito Stochastic Differential Equations

✭ 26

python shell stochastic-differential-equations stochastic-processes montecarlo-simulation

Example codes for the book Applied Stochastic Differential Equations

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matlab statistics stochastic-differential-equations book-examples

Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations

✭ 80

matlab simulation random stochastic noise dynamical-systems sde stochastic-differential-equations numerical-integration stochastic-processes

A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.

✭ 99

Jupyter Notebook julia r bayesian-inference sde mcmc stochastic-differential-equations diffusion ornstein-uhlenbeck brownian-motion levy-process vasicek diffusion-processes simulating-diffusion-bridges gamma-process

Solving differential equations in R using DifferentialEquations.jl and the SciML Scientific Machine Learning ecosystem

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score sde pytorch

PyTorch implementation for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)

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Jupyter Notebook python pytorch stochastic-differential-equations inverse-problems generative-models diffusion-models score-matching score-based-generative-modeling controllable-generation iclr-2021

kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order

✭ 53

python TeX stochastic stochastic-process drift stochastic-differential-equations drift-diffusion diffusion kernel-density-estimation nadaraya-watson

1-10 of 10 stochastic-differential-equations projects