This is my work for my class on simulating stochastic differential equations.
The book is: An Introduction to the Numerical Simulation of Schochastic Differential Equations.
My goal is to complete the assignments given, and hopefully the ones in the book as well. I'll be using julia in Ipython Notebooks. When reproducing some of the examples (which were given in matlab) I'll be refactoring some of the code for simplicity.