SDE Toolbox 1.4.1
Free Version
Publisher Description
A MATLAB package to simulate sample paths of the solution of a Itô or Stratonovich stochastic differential equation (SDE), compute statistics and estimate the parameters from data.
A note of caution: SDE Toolbox is no more developed but it's still downloadable. Its inferential capabilities can be considered surpassed (at best). Actually the parameter estimation methods were already far from the state-of-art when the project began in 2007 (!). The considered implemented parametric and non-parametric Monte Carlo likelihood methods were chosen for their ability to treat both one-dimensional and multivariate SDE systems, although the quality of the inferential results can't match those obtained using more advanced techniques. Nevertheless the toolbox capabilities to simulate numerical solutions of SDE systems are still valid and can serve as a useful starting point to those willing to simulate stochastic dynamical models easily.
About SDE Toolbox
SDE Toolbox is a free software published in the Computer list of programs, part of Education.
This Computer program is available in English. It was last updated on 19 March, 2024. SDE Toolbox is compatible with the following operating systems: Linux, Mac, Windows.
The company that develops SDE Toolbox is umbertopicchini. The latest version released by its developer is 1.4.1. This version was rated by 2 users of our site and has an average rating of 4.5.
The download we have available for SDE Toolbox has a file size of 3.48 MB. Just click the green Download button above to start the downloading process. The program is listed on our website since 2007-12-05 and was downloaded 138 times. We have already checked if the download link is safe, however for your own protection we recommend that you scan the downloaded software with your antivirus. Your antivirus may detect the SDE Toolbox as malware if the download link is broken.
How to install SDE Toolbox on your Windows device:
- Click on the Download button on our website. This will start the download from the website of the developer.
- Once the SDE Toolbox is downloaded click on it to start the setup process (assuming you are on a desktop computer).
- When the installation is finished you should be able to see and run the program.
