Sim.DiffProc (Q28942)
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Simulation of Diffusion Processes
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| English | Sim.DiffProc |
Simulation of Diffusion Processes |
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expanded from: GPL (≥ 2) (English)
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Kamal Boukhetala
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13 December 2025
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It provides users with a wide range of tools to simulate, estimate, analyze, and visualize the dynamics of stochastic differential systems in both forms Ito and Stratonovich. Statistical analysis with parallel Monte Carlo and moment equations methods of SDEs <doi:10.18637/jss.v096.i02>. Enabled many searchers in different domains to use these equations to modeling practical problems in financial and actuarial modeling and other areas of application, e.g., modeling and simulate of first passage time problem in shallow water using the attractive center (Boukhetala K, 1996) ISBN:1-56252-342-2.
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