stochastic-processes 0.1.0

Stochastic processes simulation toolkit.
Documentation
stochastic-processes-0.1.0 has been yanked.

Stochastic Processes

This crate provides utilities for simulating various stochastic processes.

TODO:

The following features will by implemented in the near future:

  • Wiener process (Brownian motion).
  • Geometric Brownian motion.
  • Brownian bridge.
  • Poisson process.
  • CIR process.