| Package | Description |
|---|---|
| dev.nm.stat.stochasticprocess.univariate.random |
| Modifier and Type | Class and Description |
|---|---|
class |
RandomWalk
This is the Random Walk construction of a stochastic process per SDE
specification.
|
| Constructor and Description |
|---|
ExpectationAtEndTime(RandomProcess process,
int size,
int nSims)
Compute the expectation of a random process at the end time.
|
RandomRealizationOfRandomProcess(RandomProcess process,
int size)
Construct a random realization generator from a random/stochastic process.
|
RandomRealizationOfRandomProcess(RandomProcess process,
int size,
RandomLongGenerator uniform)
Construct a random realization generator from a random/stochastic process.
|
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