Repository that contains several notebooks written in Python about the course "Stochastic Modelling and Simulation". The main topics are:
- Discrete Time Markov Chains - DTMC
- Simulation of Discrete Time Markov Chains
- Continuous Time Markov Chains - CTMT
- Population Continuous Time Markov Chains - PCTMC
- Stochastic approximation of PCTMC
- Stochastic Differential Equations