Textbook, software, and course material for stochastic differential equations
This is my personal main github page. Here you can find information on:
My book on Stochastic Differential Equations for Science and Engineering, published by Taylor & Francis / CRC, in 2023. This web page is contains source code for figures, solutions to exercises, and supplementary course material. It is still being polished.
My R-package for working with stochastic differential equations, including simulation, estimation, and optimal control. The package is in a github repository. The documentation is still being expanded.