Subject: Announce: stochastic calculus package for maima
From: Andrei Zorine
Date: Thu, 03 Nov 2005 17:11:21 +0300
Hello,
I have translated the Itovsn3 package of Ito stochastic calculus into
Maxima. The original program was written by Wilfrid Kendall of Warwick
Univ. for different systems. I used his Mma code.
Gzipped copy is available at
http://www.uic.nnov.ru/~zoav1/mac/sde-0.9.tar.gz
Copyright issues: I notified Prof. Kendall with e-mail more than a year
ago and got no response from him. So this point is unclear.
--
Andrei Zorine