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Call Java programs from Julia. Julia 1.3.0 through Julia 1.6.2 are tested and guaranteed to work on Linux, macOS, and Windows via continuous integration. Julia 1.6.2 and newer should work on Linux and Windows. The JULIA_COPY_STACKS environment variable should be set to 1 on macOS and Linux, but not Windows.
High-level, high-performance dynamic language for technical computing
...Julia has more than 2,800 community-registered packages including various mathematical libraries, data manipulation tools, and packages for general purpose computing. Libraries from Python, R, C/Fortran, C++, and Java can also be used.
Statistics and stochastic calculus for Markov processes in continuous time, include univariate and multivariate stochastic processes such as stochastic differential equations or diffusions (SDE's) or Levy processes.