stochastic-processes
| Crates.io | stochastic-processes |
| lib.rs | stochastic-processes |
| version | 0.1.2 |
| created_at | 2022-07-21 01:20:32.216773+00 |
| updated_at | 2022-07-25 22:36:21.647281+00 |
| description | Stochastic processes simulation toolkit. |
| homepage | https://github.com/MeetThePatel/stochastic-processes |
| repository | https://github.com/MeetThePatel/stochastic-processes |
| max_upload_size | |
| id | 629295 |
| size | 25,491 |
Meet Patel (MeetThePatel)
documentation
https://docs.rs/stochastic_processes
README
Stochastic Processes
This crate provides utilities for simulating various stochastic processes.
TODO:
The following features will by implemented in the near future:
- Wiener process (Brownian motion).
- Brownian bridge.
- Poisson process.
- Milstein method.