Stan differential equation functionality development priorities
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75
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3687
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February 18, 2022
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Stochastic differential equation and latent variables (Affine model, Vasicek model)
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1
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622
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September 19, 2021
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Simulation and inference for a stochastic process with a random time of event in rstan
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16
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1663
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October 5, 2020
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SDE formulation of Gaussian Processes with Kalman filtering in Stan
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3
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932
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April 29, 2020
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Reverse mode SDE idea
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8
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1393
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January 28, 2020
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Ito process as numerical solution of stochastic differential equation
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36
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3321
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July 11, 2019
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Performance of stochastic volatility model
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12
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899
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July 1, 2019
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Estimating Parameters for Chaotic Systems (Lotka-Volterra Redux)
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14
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1395
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August 23, 2018
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Gaussian Process & Stochastic Differential Equations
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5
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2403
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December 18, 2017
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How to solve Stochastic Differential Equations in Stan
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3
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2056
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July 10, 2017
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