Sim.DiffProc
R package Sim.DiffProc. Simulation of Diffusion Processes. Provides the functions for simulating and modeling of stochastic differential equations (SDE’s). Statistical analysis and 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).
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References in zbMATH (referenced in 7 articles )
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