November 2014

Tuesday, the 11th

new code. supposedly, it solves SDEs and ODEs, defined symbolically with sympy, and using numpy.

the truth is that it was always a pain implementing the formulas for multiple stochastic integrals, and I realized that, no matter how many times I'm gonna teach the class on SDE solving, nobody will ever not take the class because they found the code and they understood it by themselves. those people would find the book and understand everything by themselves anyway, like I did.

anyway, now I can move on to the other things that I need to do.