aleatory#
Aleatory (/ˈeɪliətəri/) is a Python library for simulating and visualising stochastic processes defined by Stochastic Differential Equations (SDEs). It introduces objects representing continuous-time stochastic processes \(X = \{X_t : t\geq 0\}\), and provides functionality to:
generate realizations/trajectories of each process over discrete time sets
create visualisations to illustrate the processes properties and behaviour

Currently, aleatory supports the following processes:
Brownian Motion
Geometric Brownian Motion
Ornstein–Uhlenbeck
Vasicek
Cox–Ingersoll–Ross
Constant Elasticity
Bessel (integer dimension)
Squared Bessel (integer dimension)
Installation#
Aleatory is available on pypi and can be installed as follows
pip install aleatory
Dependencies#
Aleatory relies heavily on
numpy
scipy
for random number generation, as well as support for a number of one-dimensional distributions.matplotlib
for creating visualisations
Compatibility#
Aleatory is tested on Python versions 3.8, 3.9, and 3.10.