sde

swMATH23230CRANsdeMaRDI QIDQ35014

Simulation and Inference for Stochastic Differential Equations

Stefano Maria Iacus

Last update: 9 August 2022

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 2.0.18

Source code repository: https://github.com/cran/sde

Described by source

• Simulation and inference for stochastic differential equations. With R examples.