| Package | Description |
|---|---|
| com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.coefficients |
| Modifier and Type | Interface and Description |
|---|---|
interface |
DriftVector
The drift term, μ, of an SDE takes this form: μ(dt, Xt, Zt, ...).
|
| Modifier and Type | Class and Description |
|---|---|
class |
ConstantDriftVector
The class represents a constant drift function.
|
class |
ZeroDriftVector
This class represents a 0 drift function.
|
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