public class IntegralExpectation extends Object
| Constructor and Description |
|---|
IntegralExpectation(Integral I,
double t0,
double t1,
int n,
int nSim)
Compute the expectation for the integral of a stochastic process.
|
IntegralExpectation(Integral I,
double t0,
double t1,
int n,
int nSim,
long seed)
Compute the expectation for the integral of a stochastic process.
|
| Modifier and Type | Method and Description |
|---|---|
double |
mean()
Compute the mean of the integral.
|
double |
variance()
Compute the variance of the integral.
|
public IntegralExpectation(Integral I, double t0, double t1, int n, int nSim, long seed)
I - the integral of a stochastic processt0 - the beginning time of the integral time intervalt1 - the ending time of the integral time intervaln - the number of discretization in the integral time intervalnSim - the number of simulationsseed - a seedpublic IntegralExpectation(Integral I, double t0, double t1, int n, int nSim)
I - the integral of a stochastic processt0 - the beginning time of the integral time intervalt1 - the ending time of the integral time intervaln - the number of discretization in the integral time intervalnSim - the number of simulationsCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.