rusde (pronounced like "rusty") implements numerical solvers for stochastic differential equations (SDEs) and their variants, e.g. delayed SDEs and stochastic integro-differential equations.
Solving stochastic differential equations numerically can be tricky business. The complexity increases greatly when simulating their delayed or integro-differential variants. This library implements a variety of numerical schemes for solving user-specified SDEs with the correctness and speed guaranteed by Rust.