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Shlarin
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Posts: 2
Joined: March 11th, 2008, 12:14 am

Free Computer Algebra software that'll solve SDEs

April 9th, 2009, 6:27 pm

There are plenty of computer algebra systems like Mathematica, Maple, etc. that'll solve ODEs and PDEs analytically but does anyone know of one that supports solving Stochastic Differential Equations? Preferably a software package that's free.. Thanks.
 
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rmeenaks
Posts: 186
Joined: May 1st, 2006, 2:31 pm

Free Computer Algebra software that'll solve SDEs

April 10th, 2009, 12:39 pm

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