Metadata-Version: 2.1
Name: ito-diffusions
Version: 1.1.1
Summary: Library for stochastic process simulation
Home-page: https://github.com/sauxpa/ito_diffusions
Author: Patrick Saux
Author-email: patrick.jr.saux@gmail.com
License: UNKNOWN
Description: ### ito_diffusions
        Libraries for stochastic processes simulation and visualization including:
        * Ito diffusion : Brownian motion, Geometric Brownian motion, Vasicek, CIR...
        * Jump processes : Ito diffusion driven by a Levy process i.e with a jump component with a given intensity and jump size distribution
        * Multidimensional processes, stochastic volatility diffusions (SABR...)
        * Fractional Brownian motion, Karhunen-Loeve expansion, fractional diffusions
        * Self-Avoiding Walks (SAW), Schramm-Loewner Evolution (SLE)
        
        **To install** : pip install ito-diffusions
        https://pypi.org/project/ito-diffusions/
        
        For numerous examples : https://github.com/sauxpa/stochastic
        
        <img src="./brownian_sheaf.png"
             style="float: left; margin-right: 10px;" />
        
        
        <img src="./saw_square.png"
             style="float: left; margin-right: 10px;" />
        
        <img src="./sle_peaks.png"
             style="float: left; margin-right: 10px;" />
        
Platform: UNKNOWN
Requires-Python: >=3.6
Description-Content-Type: text/markdown
