Langevin

MaRDI QIDQ32881swMATHCRANFDO

Authors Philip Rinn, Pedro G. Lind

Last update 12 October 2025

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 1.3.1, 1.0.3, 1.1.1, 1.2.1, 1.2, 1.3.0, 1.3.2, PACKAGES.rds, 1.3.3

Official website https://cran.rstudio.com/web/packages/Langevin/index.html

Description

Estimate drift and diffusion functions from time series and generate synthetic time series from given drift and diffusion coefficients.

Cited in

(5)

• PROJ_Option_Pricing_Matlab
• Exploring the role of the potential surface in the behaviour of early warning signals
• The Langevin Approach: A Simple Stochastic Method for Complex Phenomena
• KramersMoyal
• Analysis and Data-Based Reconstruction of Complex Nonlinear Dynamical Systems

This page was built for software: Langevin