SDE

Example codes for the book Applied Stochastic Differential Equations (by AaltoML)

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NOTE: The number of mentions on this list indicates mentions on common posts plus user suggested alternatives. Hence, a higher number means a better SDE alternative or higher similarity.

SDE reviews and mentions

Posts with mentions or reviews of SDE. We have used some of these posts to build our list of alternatives and similar projects.
  • Ask HN: Good Book on Stochastic Differential Equations?
    1 project | news.ycombinator.com | 2 Feb 2022
    I am not an expert in SDEs (my background is machine learning) but if I wanted to dig more into the subject, this is where I personally would start. Code [1] and pdf [2] for the book are available.

    Simo Särkkä and Arno Solin (2019). Applied Stochastic Differential Equations. Cambridge University Press. Cambridge, UK.

    [1] https://github.com/AaltoML/SDE

    [2] https://users.aalto.fi/~asolin/sde-book/sde-book.pdf

Stats

Basic SDE repo stats
1
153
0.0
almost 3 years ago

AaltoML/SDE is an open source project licensed under MIT License which is an OSI approved license.

The primary programming language of SDE is MATLAB.


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