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Search results for julia stochastic processes

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9 search results found

Differentialequations.jl ⭐ 2,689

Multi-language suite for high-performance solvers of differential equations and scientific machine learning (SciML) components. Ordinary differential equations (ODEs), stochastic differential equations (SDEs), delay differential equations (DDEs), differential-algebraic equations (DAEs), and more in Julia.

Stochasticdiffeq.jl ⭐ 229

Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem

Diffeqnoiseprocess.jl ⭐ 61

A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)

Pieces of code that have appeared on my blog with a focus on stochastic simulations.

Momentclosure.jl ⭐ 41

Tools to generate and study moment equations for any chemical reaction network using various moment closure approximations

Scentrees.jl ⭐ 20

Julia Package for Generating Scenario Trees and Scenario Lattices for Multistage Stochastic Optimization

Piecewisedeterministicmarkovprocesses.jl ⭐ 19

Piecewise Deterministic Markov Processes in Julia

Algebraicagents.jl ⭐ 17

A lightweight framework to enable hierarchical, heterogeneous dynamical systems co-integration. Batteries included!

Delayssatoolkit.jl ⭐ 15

DelaySSAToolkit.jl: a tool in Julia for stochastic simulation with delays

Markovbounds.jl ⭐ 14

A Julia package for the computation of hard, theoretically guaranteed bounds on the moments of jump-diffusion processes with polynomial data

Feedbackparticlefilters.jl ⭐ 8

A Julia package that provides (feedback) particle filters for nonlinear stochastic filtering and data assimilation problems

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