This course aims to develop a computational view of stochastic differential equations (SDEs) for students who have an applied or engineering background, e.g., machine learning, signal processing, ...

This repository contains all the various and noteworthy short simple codes (in Python 3.13.5, Jupyter Notebook 7.4.5, Mathematica 13.3, R 4.4.2, and Julia 1.11.3) I have ever made while studying for ...