Section: New Software and Platforms
SBM
Skew Brownian Motion
Keywords: Monte-Carlo methods - Skew Brownian Motion
Functional Description: SBM is a code allowing exact or approximated simulations of the Skew Brownian Motion. This code is used for the simulation, with a Monte-Carlo approach, of a 1D diffusion process with a discontinuous diffusion coefficient. Several benchmark tests are also implemented.
News Of The Year: - Refactoring and Cmake compilation - Automatic non regression tests on ci-inria.fr - Full documentation - Open source project on gitlab-inria