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Repository that contains several Jupyter Notebooks about the course "Stocastic Modelling and Simulation".

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Stochastic Modelling and Simulation

Repository that contains several notebooks written in Python about the course "Stochastic Modelling and Simulation". The main topics are:

  • Discrete Time Markov Chains - DTMC
  • Simulation of Discrete Time Markov Chains
  • Continuous Time Markov Chains - CTMT
  • Population Continuous Time Markov Chains - PCTMC
  • Stochastic approximation of PCTMC
  • Stochastic Differential Equations

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Repository that contains several Jupyter Notebooks about the course "Stocastic Modelling and Simulation".

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