Stochastic is a python package for generating realizations of stochastic processes.
Stochastic is available on pypi and can be
pip install stochastic
Stochastic depends on
numpy for most calculations and
certain random variable generation.
Stochastic is tested on Python versions 3.6, 3.7, and 3.8.
This package uses
scipy wherever possible for faster
computation. For improved performance under Monte Carlo simulation, some
classes will store results of intermediate computations for faster generation
on subsequent simulations.
- General Usage
- Random Number Generation
- Continuous-time Processes
- Diffusion Models
- Discrete-time Processes
- Noise Processes
- Bibliographical Sources
- Release Notes