Fractional Brownian Motion Python Packages

stochastic-rs

High-performance quantitative finance in Rust and Python — 130+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration.

fbm

Exact methods for simulating fractional Brownian motion and fractional Gaussian noise in python

pyafbf

A python library for sampling image textures from the anisotropic fractional Brownian field.

boundedfbm

Simulating multi-dimensional bounded fractional Brownian motion with time varying diffusivity and hurst exponent.

spivae

Stochastic processes insights from VAE. Code for the paper: Learning minimal representations of stochastic processes with variational autoencoders.

stochastic-py

High-performance quantitative finance in Rust and Python — 130+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration.