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As robots have a limited angle of view, we also need to define the robots movement when there is no object to interact with in the available FOV. This could be a slow and smooth brownian motion. The t…
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# Monte Carlo Model for Options Pricing Using Geometric Brownian Motion
## Model Description
The goal is to implement a Monte Carlo simulation for option pricing based on Geometric Brownian Motion…
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In the documentation it is not clear what is meant by white noise.
It's possible that this refers to a standard Brownian motion, which is an R^d-valued stochastic process which is characterized as …
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Hi,
Thanks first for developing this nice package.
For the context, I intend to use diffrax to implement a custom Langevin-like dynamic, but my issue can be reduced to the following. Let's say I w…
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It would be great to have a working example of the code for a system. It probably makes the most sense to include the code necessary to run the dynamics and do the analysis for the two dimensional Bro…
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Thank you for helping us to have a check on the following two issues we currently encounter in our project about stochastic epidemic compartment models:
1. H1N1-Brownian Motion Model: this model is…
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Hi,
I suspect in your CIR model you are forgetting to scale the brownian motion term. If I am reading your code correctly, instead of:
```python
dr = K*(theta-rates[-1])*dt + sigma*np.sqrt(rate…
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Hey,
do you mean by 'built-in plotting' to simply call a method that can plot results obtained from a stochastic process (such as Geometric Brownian Motion)?
I have conducted extensive outlier …
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Models where
d/dt S prop to beta(t) S I
and
log(beta(t)) ~ stochastic process such as Brownian motion or Gaussian process
## Ref's
- https://doi.org/10.1016/j.epidem.2016.11.003
- https:…