A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)
Author SciML
33 Stars
Updated Last
1 Month Ago
Started In
April 2017


Build Status Coverage Status codecov

DiffEqNoiseProcess.jl is a component package in the DifferentialEquations ecosystem. It holds the tools for developing noise processes for differential equations. While completely independent and usable on its own, users interested in using this functionality should check out DifferentialEquations.jl.


Extensive documentation of this functionality is on the Noise Process page.