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GitHub / pika-pikachu / BoundaryCrossingProbabilities.jl

Computes the boundary crossing probability for a general diffusion process and time-dependent boundary.

JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/pika-pikachu%2FBoundaryCrossingProbabilities.jl

Stars: 1
Forks: 0
Open Issues: 1

License: gpl-3.0
Language: Julia
Repo Size: 1.28 MB
Dependencies: 0

Created: 2 months ago
Updated: about 2 months ago
Last pushed: about 2 months ago
Last synced: about 2 months ago

Topics: boundary-value-problem, julia, pde, sde, stochastic-differential-equations, stochastic-processes

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