Software for Numerical Analysis of Stochastic Differential Equations

Last Update: March 6, 2004
Department of Mathematics, Southern Illinois University
1245 Lincoln Drive, Carbondale, IL 62901-4408, USA
Professor Dr. rer. nat. Henri Schurz


AVAILABLE SOFTWARE WRITTEN BY MYSELF OR UNDER MY LEADERSHIP:


1.

2.

3.


SOFTWARE WRITTEN BY COLLEAGUES:


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5.



FOR LINKS TO THE OTHER FILES CONTACT THE CORRESPONDING AUTHORS!


Ps.: There are tons of other people who wrote programs or fragments of programming codes for stochastic numerics. This list is neither exhaustive nor puts any priority on the usage of its codes!