Computational Rough Paths

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CoRoPa stands for Computational Rough Paths. The aim of CoRoPa is to provide a software framework for various ideas related to Rough Path Theory, including rough differential equations and the digital description of serial data streams.

Computational Rough Paths Web Site


  • RDE: The RDE package provides the software for the solution of rough differential equations (in the form of a Microsoft Visual Studio 2008 project). It also contains the newest version of libalgebra and implementations of Brownian paths and fractional Brownian paths. See for further details and for the documentation.
  • Digital description of serial data streams (sound compression etc.): See for further details.

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Additional Project Details

Intended Audience

Information Technology, Quality Engineers, Science/Research

User Interface

Console/Terminal, Qt, Win32 (MS Windows)

Programming Language



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