Generate realizations of stochastic processes in python.

Repository for inference method for stochastic processes through geometric path augmentation

Generate realizations of stochastic processes in Python

Example codes for the book Applied Stochastic Differential Equations

Efficiently generate Gaussian stochastic processes with heavy-tailed algebraic correlations.

📦 Python library for Stochastic Processes Simulation and Visualisation

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

Python package to discover stochastic differential equations from time series data

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

Variational Inference for Langevin Equations

🦜 DISCOTRESS 🦜 is a software package to simulate and analyse the dynamics on arbitrary Markov chains

Abstract types and methods for Gaussian Processes.

Stochastic first-passage time (FPT) simulations using importance sampling.