Multivariate stochastic differential equations with **Bridge**

By: Julia on Journal

Re-posted from: http://mschauer.eu/journal/2018/01/31/multivariate-stochastic-differential-equations-with-bridge/

This IJulia script converted blog-post gives a tour for my package Bridge with focus on multivariate stochastic differential equations. I use Makie.jl for the visualisations.
Installation To run this IJulia script install Bridge and checkout the master branch to run.
# Pkg.add("Bridge") # Pkg.checkout("Bridge") The installation of Makie is a bit tricky and is detailed in the README.md file of Makie.
Setting the scene The next few lines load the needed packages and some scripts.