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mschauer
Bridge.jl mschauer
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A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.
sde mcmc julia vasicek diffusion levy-process gamma-process brownian-motion bayesian-inference ornstein-uhlenbeck diffusion-processes simulating-diffusion-bridges stochastic-differential-equations
Created 2015-09-15
549 commits to master branch, last one 3 years ago