Stochastic Differential Equations Python Packages

torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

1.2M 2K 231

stochastic

Generate realizations of stochastic processes in python.

274K 511 91

stochastic-rs

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

17K 193 13

cmtj

Simulate multilayer magnetic structures in Python and C++

4K 49 5

diffeqpy

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

914 612 54

aleatory

📦 Python library for Stochastic Processes Simulation and Visualisation

899 372 39

pymle-diffusion

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

821 59 13

sdepy

SdePy: Numerical Integration of Ito Stochastic Differential Equations

715 44 8

langevin

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

700 6 4

derivatives-pricing

A Python library for options pricing and Greeks computation.

285 2 1

kramersmoyal

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

259 79 12

tme

Taylor moment expansion in Python (JaX and SymPy) and Matlab

171 11 0

mccube

Markov Chain Cubature via JAX. Efficient SDE solving and Bayesian inference.

134 3 0

pydiffuser

A simulation framework for nonequilibrium statistical physics

115 11 0

esgtoolkit

Stochastic simulation using diffusion models

111 0 1

pydaddy

Python package to discover stochastic differential equations from time series data

94 98 12

optosim

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

91 6 2

pybdynamics

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

76 0 0

deterministicparticleflowcontrol

Repository for Deterministic Particle Flow Control framework

63 10 1

nssvie

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

55 0 0

stochastic-py

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

0 194 13