GitHub topics: stochastic-differential-equations

Repositories

Techtonique/esgtoolkit

Tools for Stochastic Simulation using diffusion models (R).

Language: R - Size: 2.7 MB - Last synced at: about 8 hours ago - Pushed at: about 18 hours ago - Stars: 12 - Forks: 3

SciML/diffeqr

Solving differential equations in R using DifferentialEquations.jl and the SciML Scientific Machine Learning ecosystem

Language: R - Size: 235 KB - Last synced at: 1 day ago - Pushed at: 1 day ago - Stars: 144 - Forks: 16

cantaro86/Financial-Models-Numerical-Methods

Collection of notebooks about quantitative finance, with interactive python code.

Language: Jupyter Notebook - Size: 23.3 MB - Last synced at: 1 day ago - Pushed at: 11 months ago - Stars: 6,452 - Forks: 1,169

cstarkjp/DPLangevin

Operator-splitting method of integrating DP/APT Langevin equations

Language: Jupyter Notebook - Size: 148 KB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 0 - Forks: 0

Eduardo-Nino/Inferencia-Estadistica-en-Ecuaciones-Diferenciales-Estocasticas

Inferencia estadística en Ecuaciones Diferenciales Estocásticas (EDE) y modelos estocásticos con aplicaciones reales en finanzas, biología y epidemiología: simulación de EDE, MCMC, EM y estimación de parámetros con datos discretos con su implementaciones en Python y R.

Language: Jupyter Notebook - Size: 5.15 MB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 0 - Forks: 0

tee-lab/PyDaddy

Python package to discover stochastic differential equations from time series data

Language: Python - Size: 131 MB - Last synced at: 2 days ago - Pushed at: 8 months ago - Stars: 97 - Forks: 12

LemurPwned/cmtj

Simulate multilayer magnetic structures in Python and C++

Language: Python - Size: 52.8 MB - Last synced at: 1 day ago - Pushed at: 9 days ago - Stars: 39 - Forks: 5

komahanb/pspace

Probabilistic space module for stochastic galerkin and stochastic collocation computations

Language: C++ - Size: 1.96 MB - Last synced at: 3 days ago - Pushed at: 3 days ago - Stars: 2 - Forks: 1

SciML/DifferentialEquations.jl

Multi-language suite for high-performance solvers of differential equations and scientific machine learning (SciML) components. Ordinary differential equations (ODEs), stochastic differential equations (SDEs), delay differential equations (DDEs), differential-algebraic equations (DAEs), and more in Julia.

Language: Julia - Size: 169 MB - Last synced at: 4 days ago - Pushed at: 19 days ago - Stars: 2,994 - Forks: 241

JuliaDynamics/CriticalTransitions.jl

A Julia package for critical transitions in dynamical systems with time-dependent forcing

Language: Julia - Size: 47.2 MB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 38 - Forks: 4

SciML/DiffEqParamEstim.jl

Easy scientific machine learning (SciML) parameter estimation with pre-built loss functions

Language: Julia - Size: 3.79 MB - Last synced at: 1 day ago - Pushed at: 5 days ago - Stars: 60 - Forks: 34

SciML/ModelingToolkit.jl

An acausal modeling framework for automatically parallelized scientific machine learning (SciML) in Julia. A computer algebra system for integrated symbolics for physics-informed machine learning and automated transformations of differential equations

Language: Julia - Size: 1010 MB - Last synced at: 4 days ago - Pushed at: 4 days ago - Stars: 1,549 - Forks: 232

SciML/DiffEqProblemLibrary.jl

A library of premade problems for examples and testing differential equation solvers and other SciML scientific machine learning tools

Language: Julia - Size: 849 KB - Last synced at: 1 day ago - Pushed at: 6 days ago - Stars: 79 - Forks: 39

SciML/DiffEqBase.jl

The lightweight Base library for shared types and functionality for defining differential equation and scientific machine learning (SciML) problems

Language: Julia - Size: 3.24 MB - Last synced at: 6 days ago - Pushed at: 8 days ago - Stars: 345 - Forks: 120

NaughtFound/DiffusionModel

Different Implementation of Diffusion Models

Language: Python - Size: 164 KB - Last synced at: 8 days ago - Pushed at: 8 days ago - Stars: 0 - Forks: 0

metroidguy27/mo-tool

📱 Test SMS securely and efficiently with MO Tool, an advanced utility for Termux on Android, designed for security researchers and ethical hackers.

Language: Python - Size: 15.6 KB - Last synced at: 7 days ago - Pushed at: 7 days ago - Stars: 0 - Forks: 0

SciML/StochasticDiffEq.jl

Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem

Language: Julia - Size: 4.16 MB - Last synced at: 7 days ago - Pushed at: 25 days ago - Stars: 298 - Forks: 72

Hanslo1687/stocalc.github.io

💰 Explore advanced concepts in stochastic calculus and mathematical finance with resources for quantitative methods and no-arbitrage principles.

Language: HTML - Size: 2.5 MB - Last synced at: 12 days ago - Pushed at: 12 days ago - Stars: 0 - Forks: 0

vantahawk/NM_SDE_ML

Numerical recipes for homework tasks I worked on during a math course on stochastic processes in WS24, mostly for computing various scale-error-relationships

Language: Python - Size: 9.77 KB - Last synced at: 12 days ago - Pushed at: 12 days ago - Stars: 0 - Forks: 0

lmcj-xyz/PhD_Numerical_Schemes_SDEs

Numerical schemes to find solutions of SDEs

Language: Jupyter Notebook - Size: 1.22 MB - Last synced at: 2 days ago - Pushed at: 13 days ago - Stars: 0 - Forks: 0

afparram/numerical-option-pricing-duke-energy

Size: 2.73 MB - Last synced at: 15 days ago - Pushed at: 15 days ago - Stars: 0 - Forks: 0

SciML/diffeqpy

Solving differential equations in Python using DifferentialEquations.jl and the SciML Scientific Machine Learning organization

Language: Python - Size: 171 KB - Last synced at: 1 day ago - Pushed at: 8 months ago - Stars: 574 - Forks: 44

SciML/DiffEqBayes.jl

Extension functionality which uses Stan.jl, DynamicHMC.jl, and Turing.jl to estimate the parameters to differential equations and perform Bayesian probabilistic scientific machine learning

Language: Julia - Size: 41.5 MB - Last synced at: 8 days ago - Pushed at: 25 days ago - Stars: 125 - Forks: 28

SciML/DiffEqFlux.jl

Pre-built implicit layer architectures with O(1) backprop, GPUs, and stiff+non-stiff DE solvers, demonstrating scientific machine learning (SciML) and physics-informed machine learning methods

Language: Julia - Size: 189 MB - Last synced at: about 13 hours ago - Pushed at: 20 days ago - Stars: 892 - Forks: 160

crflynn/stochastic

Generate realizations of stochastic processes in python.

Language: Python - Size: 3.73 MB - Last synced at: 9 days ago - Pushed at: over 2 years ago - Stars: 482 - Forks: 87

SciML/SciMLTutorials.jl

Tutorials for doing scientific machine learning (SciML) and high-performance differential equation solving with open source software.

Language: CSS - Size: 217 MB - Last synced at: 1 day ago - Pushed at: 26 days ago - Stars: 734 - Forks: 126

mohsensadr/MESSY

Symbolic density estimation using maximum entropy principle

Language: Python - Size: 1.26 MB - Last synced at: 25 days ago - Pushed at: 25 days ago - Stars: 0 - Forks: 0

LRydin/KramersMoyal

kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order

Language: Python - Size: 4.69 MB - Last synced at: 3 days ago - Pushed at: 8 months ago - Stars: 74 - Forks: 12

quantgirluk/aleatory

📦 Python library for Stochastic Processes Simulation and Visualisation

Language: Python - Size: 87.3 MB - Last synced at: 22 days ago - Pushed at: 5 months ago - Stars: 325 - Forks: 36

Aschii85/sde-sim-rs

Powerful and flexible stochastic differential equation (quasi) Monte-Carlo simulation library written in Rust with Python bindings

Language: Rust - Size: 70.3 KB - Last synced at: 28 days ago - Pushed at: 28 days ago - Stars: 1 - Forks: 0

jung235/pydiffuser

A simulation framework for nonequilibrium statistical physics

Language: Python - Size: 418 KB - Last synced at: 17 days ago - Pushed at: about 1 year ago - Stars: 9 - Forks: 0

jkirkby3/pymle

Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)

Language: Python - Size: 223 KB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 53 - Forks: 13

SciML/DiffEqFinancial.jl

Differential equation problem specifications and scientific machine learning for common financial models

Language: Julia - Size: 404 KB - Last synced at: 1 day ago - Pushed at: 26 days ago - Stars: 29 - Forks: 14

cdriveraus/ctsem

Hierarchical continuous time state space modelling

Language: R - Size: 144 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 43 - Forks: 17

Diljit22/optpricing

Pricing & calibration engine (15+ models; API + CLI + Streamlit UI)

Language: Python - Size: 25.6 MB - Last synced at: 17 days ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0

tttc3/MCCube

Markov Chain Cubature via JAX. Efficient SDE solving and Bayesian inference.

Language: Python - Size: 232 KB - Last synced at: 20 days ago - Pushed at: 6 months ago - Stars: 4 - Forks: 0

chris-stanton50/particles-cdssm

Sequential Monte Carlo methods for Continuous-Discrete State Space Models

Language: Python - Size: 86.6 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 2 - Forks: 0

Rudschuck/Stochastic-Mechanics-and-Quantum-Mechanics

Compendium on Nelson's stochastic mechanics as an interpretation of quantum mechanics.

Language: HTML - Size: 14.4 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 1 - Forks: 0

JuliaGNI/GeometricIntegrators.jl

Geometric Numerical Integration in Julia

Language: Julia - Size: 13 MB - Last synced at: 13 days ago - Pushed at: 13 days ago - Stars: 50 - Forks: 10

Ricardo711/Bachelors-Thesis-Black-Scholes-

This repository contains my Bachelor's thesis in Mathematics, which focuses on stochastic differential equations and the derivation of the Black-Scholes formula for option pricing. I'm currently expanding this work by integrating deep reinforcement learning techniques to explore modern approaches in financial modeling.

Language: Jupyter Notebook - Size: 1.56 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 0 - Forks: 0

dimitra-maoutsa/Geometric-path-augmentation-for-SDEs

Repository for inference method for stochastic processes through geometric path augmentation

Language: Jupyter Notebook - Size: 12.2 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 3 - Forks: 0

yang-song/score_sde

Official code for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)

Language: Jupyter Notebook - Size: 4.35 MB - Last synced at: 4 months ago - Pushed at: almost 3 years ago - Stars: 1,659 - Forks: 222

yang-song/score_sde_pytorch

PyTorch implementation for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)

Language: Jupyter Notebook - Size: 3.93 MB - Last synced at: 4 months ago - Pushed at: about 1 year ago - Stars: 1,921 - Forks: 330

BoltzmannEntropy/DDPM

Book: The Art and Science of Diffusion Models in Generative AI

Size: 2.87 MB - Last synced at: 3 months ago - Pushed at: 12 months ago - Stars: 4 - Forks: 0

google-research/torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

Language: Python - Size: 4.18 MB - Last synced at: 4 months ago - Pushed at: 8 months ago - Stars: 1,645 - Forks: 209

FHoltorf/MarkovBounds.jl

A Julia package for the computation of hard, theoretically guaranteed bounds on the moments of jump-diffusion processes with polynomial data

Language: Julia - Size: 8.07 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 15 - Forks: 0

SciML/DiffEqOperators.jl 📦

Linear operators for discretizations of differential equations and scientific machine learning (SciML)

Language: Julia - Size: 3.33 MB - Last synced at: 8 days ago - Pushed at: about 2 years ago - Stars: 283 - Forks: 72

piers-hinds/RMVSDE-numerics

Numerics for the paper "Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications"

Language: Python - Size: 29.2 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0

NirupamKhanal/Radioactive

Mathematics, Physics undergraduate degree plan at the University of Southern Mississippi.

Language: Python - Size: 8.28 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0

dancixx/stochastic-js

This project try to bring closer the stochastic calculus and Typescript.

Language: TypeScript - Size: 293 KB - Last synced at: 20 days ago - Pushed at: about 2 years ago - Stars: 6 - Forks: 2

sandialabs/Neural-Random-Walker

A suite of codes for performing discrete time Markov chain random walks with neuromorphic hardware and simulators.

Language: Python - Size: 55.7 KB - Last synced at: about 2 months ago - Pushed at: about 1 year ago - Stars: 3 - Forks: 2

LituRout/RF-Inversion

Rectified Flow Inversion (RF-Inversion) - ICLR 2025

Language: Python - Size: 12.4 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 363 - Forks: 15

DelSquared/Brownian-Motion

Python solver for the Brownian, Stochastic, or Noisy Differential Equations

Language: Python - Size: 1.73 MB - Last synced at: 3 months ago - Pushed at: about 7 years ago - Stars: 12 - Forks: 2

juliusberner/sde_sampler

Improved sampling via learned diffusions (ICLR2024) and an optimal control perspective on diffusion-based generative modeling (TMLR2024)

Language: Python - Size: 2.8 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 59 - Forks: 9

TatevKaren/Finance-Projects

Case Studies in Finance: Stock Price Valuation using Black-Scholes using Brownian Motions, Investment Project comparing Stocks and Bonds, Determining Pension Fund's Premium. (Case Study Papers and Code)

Language: MATLAB - Size: 1.82 MB - Last synced at: 3 months ago - Pushed at: over 4 years ago - Stars: 18 - Forks: 2

UQatKIT/PySDE

A light-weight numerical integrator for stochastic differential equations

Language: Python - Size: 813 KB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 1 - Forks: 0

NirupamKhanal/Quant

Quantitative finance and econometric modelling

Language: Jupyter Notebook - Size: 3.05 MB - Last synced at: 2 months ago - Pushed at: 7 months ago - Stars: 0 - Forks: 0

ThePandalorian/Bhat_Guttal_2023_finite_evolution Fork of tee-lab/Bhat_Guttal_2023_finite_evolution

Scripts and data accompanying Bhat and Guttal 2025, "Eco-evolutionary dynamics for finite populations and the noise-induced reversal of selection" in The American Naturalist.

Language: Jupyter Notebook - Size: 11.7 MB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 0 - Forks: 0

ylefay/bayesianSDEsolver

Efficient SDE samplers including Gaussian-based probabilistic solvers. Written in JAX.

Language: Python - Size: 4.11 MB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 8 - Forks: 0

owlas/magpy

C++ accelerated python module for simulating magnetic nanostructures

Language: C++ - Size: 3.22 MB - Last synced at: 4 months ago - Pushed at: over 7 years ago - Stars: 4 - Forks: 3

tee-lab/data-driven-mesoscale-sde

Code for the paper: Data-driven discovery of stochastic dynamical equations of collective motion. Nabeel, A., Jadhav, V., Raj, M. D., Sire, C., Theraulaz, G., Escobedo, R., Iyer, S. K., & Guttal, V. (2023) Physical Biology, 20(5), 056003

Language: Jupyter Notebook - Size: 15.6 MB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 1 - Forks: 0

mschauer/Bridge.jl

A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.

Language: Jupyter Notebook - Size: 10.2 MB - Last synced at: 3 days ago - Pushed at: over 3 years ago - Stars: 112 - Forks: 19

YannickKae/Interest-Rate-Simulation

This repository contains the code for the R Shiny tool "Interest Rate Simulation", an interactive tool for gaining intuition for one-factor equilibrium models.

Language: R - Size: 248 KB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 1 - Forks: 0

pika-pikachu/BoundaryCrossingProbabilities.jl

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

Language: Julia - Size: 1.31 MB - Last synced at: 2 days ago - Pushed at: 8 months ago - Stars: 1 - Forks: 0

milliCoulomb/monte_carlo_rod

One velocity monte carlo for the rod problem with advection-diffusion of DNPs

Language: C++ - Size: 351 KB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 1 - Forks: 0

NoeDebrois/Computational_Mathematics

A repo which deals with Computational Methods in Mathematics, mainly applied in the context of Mathematical Finance, even though it can be applied to almost any domain where you need Probability, Partial Differential Equations, Stochastic Differential Equations, Characteristic Functions, Lévy Processes, Stochastic Volatility, FFT, etc.

Language: MATLAB - Size: 632 MB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 2 - Forks: 0

mohsensadr/Monte-Carlo-Particle-Method

Monte Carlo methods for kinetic description of multi-phase fluid flows

Language: C++ - Size: 7.77 MB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 0 - Forks: 0

LKohlhepp/Ito-Monte-Carlo

MC-Simulation of the Ito-SDE (Krülls 1994)

Language: Python - Size: 7.81 KB - Last synced at: 6 months ago - Pushed at: over 3 years ago - Stars: 5 - Forks: 1

zgbkdlm/tme

Taylor moment expansion in Python (JaX and SymPy) and Matlab

Language: Python - Size: 1.27 MB - Last synced at: 2 months ago - Pushed at: 9 months ago - Stars: 11 - Forks: 0

PrachTecha/scTCIpy

A package for calculating the cell transition indices to identify the transitioning cells using stochastic differential equations (SDEs).

Language: Jupyter Notebook - Size: 4.21 MB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 0 - Forks: 0

SalmanFarizN/pybdynamics

Python package for simulation and data analysis of interacting colloidal particle systems.

Language: Python - Size: 74.2 KB - Last synced at: 4 months ago - Pushed at: 9 months ago - Stars: 0 - Forks: 0

g4vrel/sde_ddpm

A minimal implementation of Score-Based Generative Modeling through SDEs

Language: Python - Size: 2.04 MB - Last synced at: 6 months ago - Pushed at: 9 months ago - Stars: 0 - Forks: 0

ZakariaBensaid/DeepFBSDEJSolvers

Deep Global, Local and MultiStep solvers approximating the solutions of FBSDEs with jumps which are related to a class of (PIDEs) Partial Integro-Differential Equations.

Language: Python - Size: 301 KB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 1 - Forks: 0

ramonVDAKKER/teaching-quantitative-finance

Auxiliary material course Quantitative Finance (Tilburg University)

Language: Jupyter Notebook - Size: 9.83 MB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 3 - Forks: 0

zblasingame/AdjointDEIS

[NeurIPS 2024] Official PyTorch implementation for the paper "AdjointDEIS: Efficient Gradients for Diffusion Models"

Size: 1.03 MB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 0 - Forks: 0

HuangGahow/Derivatives-Pricing

Derivatives Pricing

Language: Python - Size: 47.9 KB - Last synced at: 24 days ago - Pushed at: over 2 years ago - Stars: 5 - Forks: 0

spdes/chirpgp

Chirp instantaneous frequency estimation using stochastic differential equation Gaussian processes

Language: Python - Size: 939 KB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 10 - Forks: 0

JFagin/latent_SDE

Code for "Latent Stochastic Differential Equations for Modeling Quasar Variability and Inferring Black Hole Properties"

Language: Python - Size: 20.8 MB - Last synced at: 5 months ago - Pushed at: about 1 year ago - Stars: 2 - Forks: 1

ogarciav/resde

Estimation in Stochastic Differential Equations

Language: R - Size: 422 KB - Last synced at: 16 days ago - Pushed at: over 2 years ago - Stars: 2 - Forks: 1

dnguyend/jax-rb

riemanian brownian motion using jax

Language: Python - Size: 5.47 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 1

LucaPizzagalli/motion-microswimmers-simulation 📦

Simulation of the motion of the eukariotic cell Chlamydomonas Reinhardtii

Language: C++ - Size: 33.3 MB - Last synced at: 5 days ago - Pushed at: over 4 years ago - Stars: 4 - Forks: 0

citiususc/voila

Variational Inference for Langevin Equations

Language: R - Size: 1.26 MB - Last synced at: about 1 month ago - Pushed at: almost 8 years ago - Stars: 21 - Forks: 3

juliusberner/neural_wos Fork of bizoffermark/neural_wos

Efficient neural PDE solvers for elliptic PDEs based on Walk-on-Spheres methods.

Language: Python - Size: 177 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

stochastic-differential-equations 173 stochastic-processes 36 sde 29 deep-learning 18 differential-equations 16 simulation 15 diffusion-models 14 ordinary-differential-equations 14 machine-learning 14 scientific-machine-learning 13 numerical-methods 13 partial-differential-equations 13 monte-carlo-simulation 12 python 12 black-scholes 11 brownian-motion 11 stochastic 11 sciml 11 time-series 10 quantitative-finance 10 ode 10 differentialequations 10 dynamical-systems 10 pytorch 10 diffusion 9 dde 9 dae 9 bayesian-inference 9 julia 9 statistics 9 neural-ode 8 neural-differential-equations 8 pde 7 monte-carlo 7 delay-differential-equations 7 numerical-integration 7 r 7 matlab 7 neural-networks 7 differential-algebraic-equations 6 probability 6 sdes 6 gaussian-processes 6 stochastic-volatility-models 6 option-pricing 6 inverse-problems 5 jax 5 optimization 5 kalman-filter 5 score-matching 4 physics-simulation 4 mathematical-modelling 4 parameter-estimation 4 numerical-analysis 4 finance 4 physics 4 python3 4 stochastic-calculus 4 mathematics 4 langevin-dynamics 4 stochastic-simulation-algorithm 4 ode-solver 4 stochastic-process 4 variational-inference 4 neural-network 4 financial-engineering 4 pde-solver 4 monte-carlo-methods 4 levy-processes 4 risk-neutral-probability 3 derivatives-pricing 3 stochastic-simulation 3 langevin-equations 3 quantitative-analysis 3 drift 3 hacktoberfest 3 random-walk 3 tensorflow 3 scientific-ai 3 mathematical-finance 3 statistical-methods 3 estimation 3 heston-model 3 score-based-generative-modeling 3 generative-ai 2 scientific-ml 2 probabilistic-programming 2 forecasting 2 statistical-inference 2 ecology 2 jump-diffusion 2 inference 2 scientific-computing 2 markov-chain 2 time-series-analysis 2 sabr-model 2 magnetism 2 variance-reduction 2 numerical-algorithms 2 numerical-calculations 2