/NaiveSDE.jl

A very naive SDE solver. Course Project of "Stochastic Process"

Primary LanguageJulia

NaiveSDE.jl

A very naive SDE solver. Course Project of "Stochastic Process"

How to use

run julia, then run

    using Pkg
    Pkg.add("https://github.com/PDE2718/NaiveSDE.jl")

You can find some examples in the model_zoo folder, including a stochastic lorenz attractor.