Maria Inês Cravo

Thank you so much for your quick answer! Is there any other bifurcation analysis software that supports SDEs? Maybe AUTO?

Has anyone used Matcont to analyse stochastic differential equations? I'd like to create a system with a stochastic process defined as a vector, so that the integrator can optimize the time step and use an interpolated version of the stochastic process. I did this with an Ornstein-Uhlenbeck process (a vector of white noise convoluted with a low-pass filter) and ode45 in Matlab, but in Matcont it seems that I can't use vectors in the system definition. Is there a way around this? The only way seems...