It provides users with a wide range of tools to simulate, estimate, analyze, and visualize the dynamics of stochastic differential systems in both forms Ito and Stratonovich. Statistical analysis with parallel Monte Carlo and moment equations methods of SDEs <doi:10.18637/jss.v096.i02>. Enabled many searchers in different domains to use these equations to modeling practical problems in financial and actuarial modeling and other areas of application, e.g., modeling and simulate of first passage time problem in shallow water using the attractive center (Boukhetala K, 1996) ISBN:1-56252-342-2.
Version: 4.9 Depends: R (≥ 4.0.0) Imports: Deriv (≥ 3.8.0), MASS (≥ 7.3-30), parallel Suggests: deSolve (≥ 1.11), knitr (≥ 1.10), rgl (≥ 0.93.991), rmarkdown (≥ 0.8), scatterplot3d (≥ 0.3-36), sm (≥ 2.2-5.3) Published: 2024-03-06 DOI: 10.32614/CRAN.package.Sim.DiffProc Author: Arsalane Chouaib Guidoum [cre, aut], Kamal Boukhetala [aut] Maintainer: Arsalane Chouaib Guidoum <acguidoum at univ-tam.dz> BugReports: https://github.com/acguidoum/Sim.DiffProc/issues License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] URL: https://github.com/acguidoum/Sim.DiffProc NeedsCompilation: yes Classification/MSC: 37H10, 37M10, 60H05, 60H10, 60H35, 60J60, 65C05, 68N15, 68Q10 Citation: Sim.DiffProc citation info Materials: README NEWS In views: DifferentialEquations, Finance, HighPerformanceComputing, Psychometrics, TimeSeries CRAN checks: Sim.DiffProc results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=Sim.DiffProc to link to this page.
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