Python solver for stochastic differential equations

MaRDI QIDQ7035424zbMATH OpenFDO

Authors Chu-Ching Huang

Publication date 30 January 2025

Published in Matimyás Matematika (Search for Journal in Brave)

Full work available at URL https://mathsociety.ph/matimyas/images/vol34/HuangMatimyas.pdf

zbMATH Keywords

\TeX\(_{\mathrm{MACS}}\)Kolmogorov backward equationPyS\(^3\)DESagestochastic differential equations

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites work

• scientific article; zbMATH DE number 4022294 (Why is no real title available?)
• The Distribution of Gene Frequencies Under Irreversible Mutation
• The Sage project: unifying free mathematical software to create a viable alternative to Magma, Maple, Mathematica and Matlab

Cited in

(1)

• Stochastic stability analysis and numerical simulation of the stochastic FitzHugh-Nagumo equation based on physics informed neural networks

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