Wolfram Language Paclet Repository
Community-contributed installable additions to the Wolfram Language
Main
Itovsn3 paclet
A Mathematica package for Symbolic Ito calculus
Ito Calculus
— Ito differential
— Ito integral of a stochastic differential expression
— simplify products of differentials
Semimartingales Properties
— report of current structures
— list of all defined semimartingales
Create Semimartingales
— initialize all structures
— reset all structures
— create a single Brownian motion
— create many independent Brownian motions
— introduce semimartingales by the stochastic differential equations they satisfy
Placeholders
— placeholder for value at initial time
Randomness Tests
— tests whether an expression is a semimartingale or a stochastic differential
— tests whether expression is a stochastic differential
""