Approximation of Stochastic Differential Equations (SDE) using the Euler-Maruyama Scheme.
c r numerical-methods stochastic-differential-equations numerical-integration numerical-analysis stochastic-simulation
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Jan 23, 2023 - C
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stochastic-simulation
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Simple discrete event-oriented simulator for G/G/c models (C edition)
benchmarking simulator simulation discrete-events-simulations queuing-simulator queue-simulation discrete-event-simulation stochastic-simulation discrete-event-driven-simulation discrete-event-simulations queueing-simulation
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Apr 16, 2025 - C
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