We propose a new concept which allows us to apply any numerical method of weak approximation to a very broad class of stochastic differential equations (SDEs) with nonglobally Lipschitz coefficients.

The differential equation system is numerically integrated to obtain a solution for the derivative variables at each data point. The integration is performed by evaluating the provided model at ...

This project introduces numerical integration and provides some techniques for implementing Reimann Sums in Python. This module also provides some insight into different programming techniques in ...