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GitHub / pika-pikachu / BoundaryCrossingProbabilities.jl
Computes the boundary crossing probability for a general diffusion process and time-dependent boundary.
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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