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Presto: a software package for the simulation of diffusion processes
Authors:Denis Talay
Affiliation:(1) INRIA, Avenue Emile Hugues, Sophia Antipolis, F-06565 Valbonne, France
Abstract:Conclusion Presto is a software which automatically generates FORTRAN code corresponding to approximation procedures of the solutions of stochastic differential systems.At the present time, it answers only to a few needs, but a diversification of its users and its simple internal structure could easily permit it to be developed towards a more ambitious system.Finally, let us mention that Presto is an INRIA product, which is free for academic institutions, universities, etc, which already have MAPLE and X-Windows licences. Presto can be run on any UNIX station under X-Windows environment.
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