Stochastic Runge-Kutta Software Package for Stochastic Differential Equations.
Migran N. GevorkyanTatiana R. VelievaAnna V. KorolkovaDmitry S. KulyabovLeonid A. SevastyanovPublished in: CoRR (2016)
Keyphrases
- software package
- stochastic differential equations
- brownian motion
- differential equations
- runge kutta
- maximum a posteriori estimation
- open source
- user friendly
- fractional brownian motion
- numerical methods
- ordinary differential equations
- dynamical systems
- additive gaussian noise
- stochastic process
- optimal control
- poisson process
- partial differential equations
- non stationary
- user interface
- bayesian networks