# Sensitivity Analysis for Stochastic Differential Equations (SDEs) in Julia

**URL:** <https://discourse.julialang.org/t/sensitivity-analysis-for-stochastic-differential-equations-sdes-in-julia/115144>\
**Category:** General Usage\
**Tags:** question\
**Created:** [June 3, 2024, 10:16pm UTC](https://discourse.julialang.org/t/sensitivity-analysis-for-stochastic-differential-equations-sdes-in-julia/115144 "2024-06-03T22:16:35Z")\
**Posts on this page:** 2\
**Page:** 1

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**Author:** ![Houda\_Yaq](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/houda_yaq/32/50747_2.png) [@Houda\_Yaq](https://discourse.julialang.org/u/Houda_Yaq)\
**Post date:** [June 3, 2024, 10:16pm UTC](https://discourse.julialang.org/t/sensitivity-analysis-for-stochastic-differential-equations-sdes-in-julia/115144/1 "2024-06-03T22:16:35Z")

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Hi everyone,

I’m working on a project that requires sensitivity analysis for Stochastic Differential Equations (SDEs). I’ve been exploring the Julia ecosystem, and while there are excellent tools for ODEs (DifferentialEquations.jl, DiffEqSensitivity.jl), I haven’t found a mature solution specifically for SDEs.

Has anyone successfully implemented these for SDEs in Julia? If so, could you share your experience or point me towards any relevant resources?

Thanks in advance for any insights or suggestions!

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**Author:** ![ChrisRackauckas](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/chrisrackauckas/32/77_2.png) [@ChrisRackauckas](https://discourse.julialang.org/u/ChrisRackauckas)\
**Post date:** [June 4, 2024, 4:07am UTC](https://discourse.julialang.org/t/sensitivity-analysis-for-stochastic-differential-equations-sdes-in-julia/115144/2 "2024-06-04T04:07:05Z")

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DifferentialEquations.jl is for SDEs, and SciMLSensitivity.jl also does SDEs.

Did you read the docs?

> **[Stochastic Differential Equations · DifferentialEquations.jl](https://docs.sciml.ai/DiffEqDocs/stable/tutorials/sde_example/)**
>
> Documentation for DifferentialEquations.jl.

> **[Controlling Stochastic Differential Equations · SciMLSensitivity.jl](https://docs.sciml.ai/SciMLSensitivity/stable/examples/sde/SDE_control/)**
>
> Documentation for SciMLSensitivity.jl.

Etc.