Pychastic Documentation

Pychastic is a user friendly oriented stochastic differential equation integrator package for both scalar and vector stochastic differential equations.

Stochastic differential equations find use in all places where “noise” is important part of the problem such as microscopic phenomena or pandemic dynamics. The framework of Ito calculus gained somewhat mainstream attention since the model of Black-Sholes allowed for accurate pricing of options.

How to install

Easiest way to get the package from PyPi is using pip. Simply run:

python3 -m pip install pychastic

and you’ll be good to go.

How to cite

Pychastic: Precise Brownian dynamics using Taylor-Itō integrators in Python
Radost Waszkiewicz, Maciej Bartczak, Kamil Kolasa, Maciej Lisicki
SciPost Phys. Codebases 11 (2023)