| Package | Description |
|---|---|
| com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde |
| Modifier and Type | Method and Description |
|---|---|
Drift |
SDE.drift()
Get the drift: \(\mu(t,X_t,Z_t,...)\).
|
| Constructor and Description |
|---|
SDE(Drift drift,
Diffusion diffusion)
Construct a univariate diffusion type stochastic differential equation.
|
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