| Package | Description |
|---|---|
| com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde | |
| com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.coefficients |
| Modifier and Type | Method and Description |
|---|---|
DriftVector |
MultivariateSDE.mu()
Get the drift: \(\mu(t,X_t,Z_t,...)\).
|
| Constructor and Description |
|---|
MultivariateSDE(DriftVector mu,
DiffusionMatrix sigma,
int nB)
Construct a multi-dimensional diffusion type stochastic differential equation.
|
| 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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