SDE toolbox: simulation and estimation of stochastic differential equations with MATLAB. SDE Toolbox is a free MATLAB® package to simulate the solution of a user defined Itô or Stratonovich stochastic differential equation (SDE), estimate parameters from data and visualize statistics; users can also simulate an SDE model chosen from a model library.
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References in zbMATH (referenced in 5 articles )
Showing results 1 to 5 of 5.
- Helmes, Kurt; Templin, Torsten: Optimal timing of partial outsourcing decisions (2014)
- Kügler, Philipp; Yang, Wei: Identification of alterations in the Jacobian of biochemical reaction networks from steady state covariance data at two conditions (2014)
- Kulikova, M.V.; Kulikov, G.Yu.: Adaptive ODE solvers in extended Kalman filtering algorithms (2014)
- Paździorek, Przemysław Rafał: Mathematical model of stem cell differentiation and tissue regeneration with stochastic noise (2014)
- Yue, Pengtao; Lee, Shernita; Afkhami, Shahriar; Renardy, Yuriko: On the motion of superparamagnetic particles in magnetic drug targeting (2012)