Blogs about: Stratonovich
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SDE scripts
Mostly a reworking of fortran code from Kloeden & Platen into Matlab/Octave. Includes important things like Karhunen-Loéve expansions, Stratonovich integrals for higher order methods, Ito summat… more →
mottled memes
SDE scripts
wrote 11 months ago: Mostly a reworking of fortran code from Kloeden & Platen into Matlab/Octave. Includes importan … more →
