1 reply to this topic

[jpenzens]

I am wondering if a template is floating around, so that I don't have to reinvent the wheel.
Cheers

[smouksassi1]

yes but NLME has no real SDE you can code it if :

you have an additive Wiener process and that you have finite steps that you define in advance.

 

I would switch to a language that supports SDE instead of having to code this from scratch.

 

Bests,

 

Samer