Uses of Class
com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.MultivariateSDE

Packages that use MultivariateSDE

Package	Description
com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.random
com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.discrete

Uses of MultivariateSDE in com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.random

Constructors in com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.random with parameters of type MultivariateSDE

Constructor and Description
MultivariateRandomRealizationOfRandomProcess(MultivariateSDE sde, int size) Construct a random realization generator from a multivariate SDE.
MultivariateRandomRealizationOfRandomProcess(MultivariateSDE sde, TimeGrid timeGrid, Vector x0) Construct a random realization generator from a multivariate SDE.

Uses of MultivariateSDE in com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.discrete

Constructors in com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.discrete with parameters of type MultivariateSDE

Constructor and Description
MultivariateEulerSDE(MultivariateSDE sde) Discretize a multivariate, continuous-time SDE using the Euler scheme.