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Sim.DiffProc
(Q28942)
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Simulation of Diffusion Processes
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Label
Description
Also known as
English
Sim.DiffProc
Simulation of Diffusion Processes
Statements
swMATH work ID
17081
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instance of
R package
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last update
8 November 2020
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software version identifier
4.8
publication date
8 November 2020
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author
Arsalane Chouaib Guidoum
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Kamal Boukhetala
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maintained by
Arsalane Chouaib Guidoum
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copyright license
GNU General Public License, version 2.0
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GNU General Public License, version 3.0
edition/version
expanded from: GPL (≥ 2)
(English)
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imports
MASS
software version identifier
≥ 7.3-30
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parallel
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Deriv
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cites work
Performing Parallel Monte Carlo and Moment Equations Methods for Itô and Stratonovich Stochastic Differential Systems: R Package Sim.DiffProc
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CRAN project
Sim.DiffProc
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programmed in
R
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depends on software
R
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MaRDI profile type
MaRDI software profile
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source code repository
https://github.com/cran/Sim.DiffProc
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Software Heritage ID
swh:1:snp:d7e63446abbf9e132de0d84b7729ae5eafdea297
source code repository
https://github.com/cran/Sim.DiffProc
point in time
9 March 2024
0 references
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Mathematics
(1 entry)
mardi
Software:28942
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