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    • Sim.DiffProc

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      An R package for symbolic and numerical computations on scalar and multivariate systems of stochastic differential equations (SDEs). It provides users with a wide range of tools to simulate, estimate, analyze, and visualize the dynamics of these systems in both forms Itô and Stratonovich <doi:10.18637/jss.v096.i02>.
      R
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      GNU General Public License v2.0
      •5•0•0•0•Updated Nov 11, 2020Nov 11, 2020