Sim.DiffProc

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

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 (9)

• 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
• Duesenberry Equilibrium and Heterogenous Agents
• Parametric estimation for non recurrent diffusion processes
• Analysis and Data-Based Reconstruction of Complex Nonlinear Dynamical Systems
• Evidential inference for diffusion-type processes
• 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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