Uses of Interface
com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.discrete.DiscreteSDE

Packages that use DiscreteSDE

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

Uses of DiscreteSDE in com.numericalmethod.suanshu.stats.stochasticprocess.univariate.random

Constructors in com.numericalmethod.suanshu.stats.stochasticprocess.univariate.random with parameters of type DiscreteSDE

Constructor and Description
RandomRealizationOfRandomProcess(DiscreteSDE sde, TimeGrid timeGrid, double x0) Construct a random realization generator from a discrete SDE.
RandomWalk(DiscreteSDE sde, double dt, double x0) Constructs a univariate stochastic process from an SDE.
RandomWalk(DiscreteSDE sde, TimeGrid timeGrid, double x0) Constructs a univariate stochastic process from an SDE.

Uses of DiscreteSDE in com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.discrete

Classes in com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.discrete that implement DiscreteSDE

Modifier and Type	Class and Description
class	BMSDE A Brownian motion is a stochastic process with the following properties.
class	EulerSDE The Euler scheme is the first order approximation of an SDE.
class	MilsteinSDE Milstein scheme is a first-order approximation to a continuous-time SDE.