sde (Q35014)
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Simulation and Inference for Stochastic Differential Equations
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | sde |
Simulation and Inference for Stochastic Differential Equations |
Statements
expanded from: GPL (≥ 2) (English)
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22 December 2025
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Description: Provides functions for simulation and inference for stochastic differential equations (SDEs). It accompanies the book "Simulation and Inference for Stochastic Differential Equations: With R Examples" (Iacus, 2008, Springer; ISBN: 978-0-387-75838-1).
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Identifiers
2 September 2022
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