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. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|