Sim.DiffProc

MaRDI QIDQ28942swMATHCRANFDO

Authors Arsalane Chouaib Guidoum, Kamal Boukhetala

Last update 8 November 2020

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

Software version identifier 4.8

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

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

Cites work

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

Cited in

(39)

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

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