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mschauer/Bridge.jl

A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.

Owner
mschauer (personal account)
Stars
Stars: 112
Forks
Forks: 18
Language
Jupyter Notebook
License
None
Created
2015
Topics
diffusionjuliastochastic-differential-equationsmcmcbayesian-inferencesdebrownian-motiondiffusion-processessimulating-diffusion-bridgesgamma-process
Tier
Prototype (100 to 249 ★) What this tier means
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