| Package | Description |
|---|---|
| com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde |
| Class and Description |
|---|
| Diffusion
This class represents the diffusion term, σ, of a univariate SDE.
|
| Drift
This class represents the drift term, μ, of a univariate SDE.
|
Copyright © 2010-2018 Numerical Method Incorporation Limited. All Rights Reserved.