ScenTrees.jl
ScenTrees.jl: A Julia Package for Generating Scenario Trees and Scenario Lattices for Multistage Stochastic Programming - Published in JOSS (2020)
pomp
R package for statistical inference using partially observed Markov processes
MomentClosure
Tools to generate and study moment equations for any chemical reaction network using various moment closure approximations
StochasticDiffEq
Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem
DifferentialEquations
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.
DiffEqNoiseProcess
A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)
https://github.com/ant-research/easytemporalpointprocess
EasyTPP: Towards Open Benchmarking Temporal Point Processes
financial-models-numerical-methods
Collection of notebooks about quantitative finance, with interactive python code.
https://github.com/rveltz/piecewisedeterministicmarkovprocesses.jl
Piecewise Deterministic Markov Processes in Julia
https://github.com/lrydin/jumpdiff
JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python
BoundaryCrossingProbabilities
Computes the boundary crossing probability for a general diffusion process and time-dependent boundary.
https://github.com/bbopt/stomads
StoMADS algorithm for stochastic blackbox optimization
stochasticprocesses
Simulation and kernel density estimation of linear and non-linear stochastic systems. Some codes include the computation of the information rate, KL-divergence and information length.
stochastic-collatz-map
Stochastic-like characteristics of arithmetic dynamical systems: the Collatz hailstone sequences
episimulator
EpiSimulator: A Data-Driven Stochastic Hybrid Model for COVID-19 in Italy.
polarizationtools
Tools to deal with astrophysical polarization data in python3
spinshuttling.jl
Simulate the correlated stochastic noise in multiple-spin shuttling problem.