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  1. sde_mc sde_mc Public

    Numerical integration of SDEs with variance reduction methods for Monte Carlo simulation

    Python 2

  2. RMVSDE-numerics RMVSDE-numerics Public

    Numerics for the paper "Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications"

    Python

  3. rsde_opt rsde_opt Public

    Numerical simulation of reflected stochastic differential equations (RSDEs) for constrained consensus-based optimization

    Python