Solve the KFE with and without drifts with Diffeqoperators - Githubissues

QuantEcon / SimpleDifferentialOperators.jl

Library for simple upwind finite differences

MIT License

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Solve the KFE with and without drifts with Diffeqoperators #208

Closed jlperla closed 4 years ago

jlperla commented 4 years ago

@ajozefiak Follow the pattern of #204

See https://quantecon.github.io/SimpleDifferentialOperators.jl/stable/examples/#Finding-stationary-distribution-from-the-Kolmogorov-forward-equation-(KFE)-1

pooyaravari commented 4 years ago

Done by the last commit in PR: https://github.com/QuantEcon/SimpleDifferentialOperators.jl/pull/205/commits/3e6d2636ec9dce46d6b2459ec7da67c7113dba80