Sim.DiffProc

MaRDI QIDQ28942swMATHCRANFDO

Authors Arsalane Chouaib Guidoum, Kamal Boukhetala

Last update 13 December 2025

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

Software version identifier 4.8, PACKAGES.rds, 1.0, 2.0, 2.1, 2.2, 2.5, 2.6, 2.7, 2.8, 2.9, 3.0, 3.1, 3.2, 3.3, 3.4, 3.5, 3.6, 3.7, 3.8, 4.0, 4.1, 4.2, 4.3, 4.4, 4.5, 4.6, 4.7, 4.9, 5.0

Official website https://cran.r-project.org/web/packages/Sim.DiffProc/index.html

Source code repository https://github.com/cran/Sim.DiffProc

Description

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.

Cites work

• Performing Parallel Monte Carlo and Moment Equations Methods for Itô and Stratonovich Stochastic Differential Systems: R Package Sim.DiffProc

Cited in

(41)

• baRulho
• LevyArea.jl
• SDEModels.jl
• SDELab
• Rlecuyer
• fOptions
• Inference on an heteroscedastic Gompertz tumor growth model
• Modeling rate of adaptive trait evolution using Cox-Ingersoll-Ross process: an approximate Bayesian computation approach
• YUIMA
• rstream
• PSM
• Testing serial independence with functional data
• DiffProc
• An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox
• TreeSim
• SDE-Solver
• QPot
• phaseR
• Deriv
• Langevin
• sde
• JiTCDDE
• JiTCSDE
• MsdeParEst
• ACSSCode
• DiffusionRimp
• KramersMoyal
• qPR
• Treevo
• ggridges
• OUOUCIR
• Pricing renewable identification numbers under uncertainty
• Duesenberry equilibrium and heterogenous agents
• sdeint
• SODECL
• mixedsde
• Evidential inference for diffusion-type processes
• Analysis and Data-Based Reconstruction of Complex Nonlinear Dynamical Systems
• ItoProcess
• Parametric estimation for non recurrent diffusion processes
• simlandr

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