Recent Releases of phd_numerical_schemes_sdes

phd_numerical_schemes_sdes - Update for organisation

Update for organisation purposes

- Jupyter Notebook
Published by lmcj-xyz almost 3 years ago

phd_numerical_schemes_sdes - First release

  • Creation of approximations to distributional drifts with possibility to select the space
  • Solution of SDEs through Euler-Maruyama scheme

- Jupyter Notebook
Published by lmcj-xyz almost 3 years ago