Stochastic Differential Equations Python Packages

torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

stochastic

Generate realizations of stochastic processes in python.

sde-sim-rs

Powerful and flexible stochastic differential equation (quasi) Monte-Carlo simulation library written in Rust with Python bindings

cmtj

Simulate multilayer magnetic structures in Python and C++

tme

Taylor moment expansion in Python

diffeqpy

Solving differential equations in Python using DifferentialEquations.jl and the SciML Scientific Machine Learning organization

langevin

Tools to integrate Langevin equations for directed-percolation and absorbing phase transition models

aleatory

📦 Python library for Stochastic Processes Simulation and Visualisation

pymle-diffusion

Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)

sdepy

SdePy: Numerical Integration of Ito Stochastic Differential Equations

derivatives-pricing

A Python library for options pricing and Greeks computation.

kramersmoyal

kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order

esgtoolkit

Stochastic simulation using diffusion models

mccube

Markov chain cubature via JAX.

pydaddy

Package to analyse stochastic time series data

pydiffuser

A simulation framework for nonequilibrium statistical physics

optosim

Library containing functions for simulating levitated nanoparticles by solving the Stochastic Differential Equation describing their motion.

pybdynamics

Python package for simulation and data analysis of interacting colloidal particle systems.

deterministicparticleflowcontrol

DeterministicParticleFlowControl: deterministic particle based stochastic optimal control framework

nssvie

Numerical solution of stochastic Volterra integral equations via a stochastic operational matrix based on block pulse functions.