SciML / StochasticDiffEq.jl

Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem
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Stochastic Runge–Kutta methods for multi-dimensional Itô stochastic differential algebraic equations #441

Open ChrisRackauckas opened 2 years ago

ChrisRackauckas commented 2 years ago

https://www.sciencedirect.com/science/article/pii/S2590037421000364?via%3Dihub