Warning! SDE Toolbox is no more developed but it's still downloadable. Its inferential capabilities can be considered surpassed (at best). Actually the inferential methods were already far from the
state-of-art methodoloy when the project began in 2007 (!). The considered implemented parameteric and non-parametric Monte Carlo likelihood methods were chosen for their ability to treat both one-dimensional and multivariate SDE systems, although the quality
of the inferential results can't match those obtained using more advanced techniques.
Nevertheless the toolbox capabilities to simulate numerical solutions of SDE systems are still valid and can serve as a useful starting point to those willing to simulate easily stochastic dynamical models.