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All Projects → SciML → DiffEqNoiseProcess.jl

SciML / DiffEqNoiseProcess.jl

Licence: other
A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)

Programming Languages

julia
2034 projects

Labels

sdestochastic-processesbrownian-motionwiener-processnoise-processesscientific-machine-learningneural-sdesciml

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DiffEqNoiseProcess.jl

Build Status Coverage Status codecov

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.

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