Provides the functions for simulating and modeling of Ito and Stratonovich stochastic differential equations (SDE's). Statistical analysis and Monte-Carlo simulation of the solution of SDE's enabled many searchers in different domains to use these equations to modeling practical problems, in financial and actuarial modeling and other areas of application. For example, modeling and simulate of dispersion in shallow water using the attractive center (Boukhetala K, 1996).
|Author||Arsalane Chouaib Guidoum [cre, aut], Kamal Boukhetala [aut]|
|Date of publication||2017-03-25 16:24:48 UTC|
|Maintainer||Arsalane Chouaib Guidoum <firstname.lastname@example.org>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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