Performing Parallel Monte Carlo and Moment Equations Methods for Itô and Stratonovich Stochastic Differential Systems: R Package Sim.DiffProc

Arsalane Chouaib Guidoum and Kamal Boukhetala ()
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Kamal Boukhetala: Faculté de Mathématiques - USTHB - Université des Sciences et de la Technologie Houari Boumediene = University of Sciences and Technology Houari Boumediene [Alger], USTHB - Université des Sciences et de la Technologie Houari Boumediene = University of Sciences and Technology Houari Boumediene [Alger]

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Date: 2020
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Published in Journal of Statistical Software, 2020, 96 (2), ⟨10.18637/jss.v096.i02⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03188407

DOI: 10.18637/jss.v096.i02

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