Skip to main content

Performs various actions on Ito SDEs

Project description

sdelib is a Python package (written in Python 3.5) for performing various actions on Ito stochastic differential equations (SDE). These actions include: 1) Input SDEs as SDEprob objects. 2) Solve SDEs with an SDEint class that performs numerical Ito integration on SDEprob objects. 3) Estimate strong and weak orders of convergence through a SDEanalysis class 4) Perform these actions either through creating a Python script which uses the above classes, or running which allows you to perform these actions quickly through a GUI.

sdelib was written as part of a Master’s thesis and is intended to be able to do simple actions on SDEs without requiring a lot of coding to do so.

This version requires Python 3 or later;

Project details

Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

sdelib-0.905.tar.gz (169.2 kB view hashes)

Uploaded source

Supported by

AWS AWS Cloud computing and Security Sponsor Datadog Datadog Monitoring Fastly Fastly CDN Google Google Download Analytics Microsoft Microsoft PSF Sponsor Pingdom Pingdom Monitoring Sentry Sentry Error logging StatusPage StatusPage Status page