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A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)

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SciML/DiffEqNoiseProcess.jl

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DiffEqNoiseProcess.jl

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DiffEqNoiseProcess.jl is a component package in the DifferentialEquations ecosystem. It holds the tools for developing noise processes for differential equations. While completely independent and usable on its own, users interested in using this functionality should check out DifferentialEquations.jl.

Tutorials and Documentation

For information on using the package, see the stable documentation. Use the in-development documentation for the version of the documentation, which contains the unreleased features.