Blar i NTNU Open på forfatter "Hauan, Per Vinje"
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SDElib: Creating, solving and analyzing stochastic differential equations - A program written in Python 3.5
Hauan, Per Vinje (Master thesis, 2017)This paper is about a Python package called sdelib intended to work with stochastic differential equations (SDEs). The package can solve SDEs, estimate strong and weak orders of convergence of SDEs, and plot stability ...