Subject: Announce: stochastic calculus package for maima
From: Milan Lukic
Date: Thu, 3 Nov 2005 09:52:30 -0800
* Andrei Zorine <zoav1@uic.nnov.ru> [2005-11-03 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.
>
I am really glad that you did this. Thank you very much.
Milan
> 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.
>
--