LevyArea.jl

swMATH44932MaRDI QIDQ1334086FDOQ1334086

Author name not available (Why is that?)

Official website: https://stochastics-uni-luebeck.github.io/LevyArea.jl/stable/

Source code repository: https://github.com/stochastics-uni-luebeck/LevyArea.jl

Described by source

• An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox

Cited In (6)

• ItoProcess
• SDE-Solver
• torchsde
• SODECL
• SDE-MATH
• SDEModels.jl

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