swMATH17081CRANSim.DiffProcMaRDI QIDQ28942FDOQ28942
Simulation of Diffusion Processes
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
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
- Parametric estimation for non recurrent diffusion processes
- Analysis and Data-Based Reconstruction of Complex Nonlinear Dynamical Systems
- Evidential inference for diffusion-type processes
- ItoProcess
- 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
- LevyArea.jl
- SDEModels.jl
- Duesenberry equilibrium and heterogenous agents
- 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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