public class ConstantDriftVector extends Object implements DriftVector
| Constructor and Description |
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ConstantDriftVector(Vector mu)
Construct a constant drift function.
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| Modifier and Type | Method and Description |
|---|---|
Vector |
evaluate(MultivariateFt ft)
Evaluate this function, f, at time t.
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public ConstantDriftVector(Vector mu)
mu - the driftpublic Vector evaluate(MultivariateFt ft)
FtAdaptedVectorFunctionevaluate in interface FtAdaptedVectorFunctionft - the filtration at time tCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.